SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942): Difference between revisions

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+Probability density function estimation using gamma kernels
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+On adaptive estimation
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+Necessary conditions for the CAPM
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+Adaptive estimation in time series regression models
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+A simplified approach to computing efficiency bounds in semiparametric models
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+Multi-Factor Experimental Designs for Exploring Response Surfaces
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+Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
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+A note on adaptation in garch models
@@ Property / cites work: A note on adaptation in garch models / rank @@
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+Adaptive estimation in time-series models
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+Efficient estimation in semiparametric GARCH models
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+Asymptotic theory for multivariate GARCH processes.
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+Semiparametric efficiency bounds
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+On adaptive estimation in stationary ARMA processes
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