Recursive Estimation of GARCH Models (Q3424299): Difference between revisions

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+https://doi.org/10.1080/03610910600880328
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+W2034060029
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+Generalized autoregressive conditional heteroscedasticity
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+ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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+Recursive estimation based on ARMA models
@@ Property / cites work: Recursive estimation based on ARMA models / rank @@
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+On positive real transfer functions and the convergence of some recursive schemes
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+Q3342413
@@ Property / cites work: Q3342413 / rank @@
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@@ Property / cites work @@
+Q4070067
@@ Property / cites work: Q4070067 / rank @@
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+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
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+The convergence of AML
@@ Property / cites work: The convergence of AML / rank @@
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+The second order properties of a time series recursion
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