Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0679
@@ Property / arXiv ID: 0712.0679 / rank @@
+Normal rank
@@ Property / cites work @@
+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Kalman Filtering with Random Coefficients and Contractions
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for multivariate GARCH processes.
+Normal rank
@@ Property / cites work @@
+On the existence of some ARCH\((\infty)\)processes
+Normal rank
@@ Property / cites work @@
+A LARCH(∞) Vector Valued Process
@@ Property / cites work: A LARCH(∞) Vector Valued Process / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4331760
@@ Property / cites work: Q4331760 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+A link between complete models with stochastic volatility and ARCH models
+Normal rank
@@ Property / cites work @@
+Ergodic theorems. With a supplement by Antoine Brunel
+Normal rank
@@ Property / cites work @@
+On the measurability and consistency of minimum contrast estimates
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
+Normal rank
@@ Property / cites work @@
+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
+Normal rank
@@ Property / OpenAlex ID @@
+W1995081547
@@ Property / OpenAlex ID: W1995081547 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:834361