QMLE of periodic time-varying bilinear– GARCH models (Q5866068): Difference between revisions

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+Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
+Normal rank
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+Periodic stationarity of random coefficient periodic autoregressions
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+On periodic time-varying bilinear processes: structure and asymptotic inference
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+Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation
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+Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
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+Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
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+Strict stationarity of generalized autoregressive processes
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+Statistical inference for non-stationary GARCH(\(p\),\(q\)) models
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+Asymmetric GARCH processes featuring both threshold effect and bilinear structure
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients
+Normal rank
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
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+Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
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+BL-GARCH models and asymmetries in volatility
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+Likelihood inference in BL-GARCH models
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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<i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068): Difference between revisions

Latest revision as of 06:39, 29 July 2024

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Mathematics(1 entry)