NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428): Difference between revisions

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+Bayesian estimation of the Gaussian mixture GARCH model
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+The efficiency of the estimators of the parameters in GARCH processes.
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+Generalized autoregressive conditional heteroscedasticity
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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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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Q3552956
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+Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters
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+Consistent estimation of a mixing distribution
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+Stationarity and the existence of moments of a family of GARCH processes.
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+Q4523870
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+Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
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+Mixture Densities, Maximum Likelihood and the EM Algorithm
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