Pages that link to "Item:Q5314886"
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The following pages link to ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (Q5314886):
Displaying 27 items.
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528) (← links)
- Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
- Filtering With Heavy Tails (Q4975563) (← links)
- Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100) (← links)
- Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
- Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)
- Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- Modelling circular time series (Q6190948) (← links)