Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747): Difference between revisions

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+Offline and online weighted least squares estimation of nonstationary power ARCH processes
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+Asymptotic inference of unstable periodic ARCH processes
+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+Stationarity of GARCH processes and of some nonnegative time series
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+GARCH processes: structure and estimation
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+Normal rank
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+Estimation in nonstationary random coefficient autoregressive models
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+Martingale Central Limit Theorems
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+Normal rank
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+M-estimation for autoregression with infinite variance
+Normal rank
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
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+Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Normal rank
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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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+ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
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+Asymptotic inference for a nonstationary double AR(1) model
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+Least absolute deviations estimation for ARCH and GARCH models
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+Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models
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+Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
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