Pages that link to "Item:Q5473024"
From MaRDI portal
The following pages link to Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (Q5473024):
Displaying 19 items.
- 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)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← 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)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (Q5314886) (← 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)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)