A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173): Difference between revisions

@@ Property / cites work @@
+A nonlinear model for long-memory conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+A model for long memory conditional heteroscedasticity.
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Distribution function inequalities for martingales
+Normal rank
@@ Property / cites work @@
+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
+Normal rank
@@ Property / cites work @@
+On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
+Normal rank
@@ Property / cites work @@
+A Note on the Burkholder–Rosenthal Inequality
@@ Property / cites work: A Note on the Burkholder–Rosenthal Inequality / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+On approximate pseudo-maximum likelihood estimation for LARCH-processes
+Normal rank
@@ Property / cites work @@
+Inconsistency of the MLE and inference based on weighted LS for LARCH models
+Normal rank
@@ Property / cites work @@
+Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS
+Normal rank