SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942): Difference between revisions

@@ Property / author @@
-Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
-Normal rank
@@ Property / author @@
+Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Probability density function estimation using gamma kernels
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
+Normal rank
@@ Property / cites work @@
+On adaptive estimation
@@ Property / cites work: On adaptive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary conditions for the CAPM
@@ Property / cites work: Necessary conditions for the CAPM / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in time series regression models
+Normal rank
@@ Property / cites work @@
+A simplified approach to computing efficiency bounds in semiparametric models
+Normal rank
@@ Property / cites work @@
+Multi-Factor Experimental Designs for Exploring Response Surfaces
+Normal rank
@@ Property / cites work @@
+Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
+Normal rank
@@ Property / cites work @@
+A note on adaptation in garch models
@@ Property / cites work: A note on adaptation in garch models / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in time-series models
@@ Property / cites work: Adaptive estimation in time-series models / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation in semiparametric GARCH models
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for multivariate GARCH processes.
+Normal rank
@@ Property / cites work @@
+Semiparametric efficiency bounds
@@ Property / cites work: Semiparametric efficiency bounds / rank @@
+Normal rank
@@ Property / cites work @@
+On adaptive estimation in stationary ARMA processes
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466607070119
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@@ Property / OpenAlex ID @@
+W3023322961
@@ Property / OpenAlex ID: W3023322961 / rank @@
+Normal rank