Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008): Difference between revisions

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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q4015733
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+The Influence Curve and Its Role in Robust Estimation
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+Robust Statistics
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+Constrained \(M\)-estimation for multivariate location and scatter
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+Influence functionals for time series (with discussion)
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Asymptotic Filtering Theory for Univariate Arch Models
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+Threshold heteroskedastic models
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