QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433): Difference between revisions

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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Autoregressive Conditional Density Estimation
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+Generalized autoregressive conditional heteroscedasticity
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+GARCH processes: structure and estimation
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+The efficiency of the estimators of the parameters in GARCH processes.
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+The rate of consistency of the quasi-maximum likelihood estimator.
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+Estimation in conditionally heteroscedatic time series models.
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+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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+Whittle estimation in a heavy-tailed GARCH(1,1) model.
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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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