\(L_{p}\)-estimators in ARCH models (Q1417811): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Cox's regression model for counting processes: A large sample study
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Concavity and estimation
@@ Property / cites work: Concavity and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q4879539
@@ Property / cites work: Q4879539 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
+Normal rank
@@ Property / cites work @@
+On the measurability and consistency of minimum contrast estimates
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(02)00488-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2067123536
@@ Property / OpenAlex ID: W2067123536 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1417811