Pages that link to "Item:Q451281"

The following pages link to Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281):

Displayed 9 items.

• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) ‎ (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) ‎ (← links)
• Estimation for periodic ARMA models with unspecified noises (Q5866042) ‎ (← links)
• Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall (Q5881985) ‎ (← links)
• Bootstrap specification tests for dynamic conditional distribution models (Q6108286) ‎ (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) ‎ (← links)
• A new estimator for LARCH processes (Q6148345) ‎ (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) ‎ (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) ‎ (← links)