Nonlinear recursive estimation of volatility via estimating functions (Q643388): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Parameter Estimation in Conditional Heteroscedastic Models
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Combining estimating functions for volatility
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+Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
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+The foundations of finite sample estimation in stochastic processes
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+Quasi-Likelihood and Optimal Estimation, Correspondent Paper
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+Recursive estimation for continuous time stochastic volatility models
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+Q4215562
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+Q5313290
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+Using empirical partially Bayes inference for increased efficiency
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+The theory and applications of statistical inference functions
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+Transform martingale estimating functions
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+Filtering and Smoothing Via Estimating Functions
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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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+ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES  AND TESTING FOR RISK NEUTRAL PRICING
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+Q4861446
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+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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+Prediction via estimating functions
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+Filtering via estimating functions
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