RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422): Difference between revisions

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+Least absolute deviations estimation for ARCH and GARCH models
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+GARCH processes: structure and estimation
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+A Simplex Method for Function Minimization
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+The efficiency of the estimators of the parameters in GARCH processes.
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+Robust estimates for GARCH models
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+<i>M</i>-ESTIMATION IN GARCH MODELS
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+Estimation When a Parameter is on a Boundary
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+Normal rank
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+Generalized R-estimators under conditional heteroscedasticity
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+Rank-based estimation for all-pass time series models
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+Fitting an error distribution in some heteroscedastic time series models
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+Weighted empirical processes in dynamic nonlinear models.
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+Q4879539
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+Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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+Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
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+Q4365260
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests
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+Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons
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+Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Nonlinear time series. Nonparametric and parametric methods
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+M-estimation for autoregression with infinite variance
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+Weather Forecasting for Weather Derivatives
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+Stationarity of GARCH processes and of some nonnegative time series
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+Q4727203
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+Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
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+Generalized autoregressive conditional heteroscedasticity
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+Q4269108
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