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- Paper FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 2013-04-29 Paper FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS...10 bytes (16 words) - 02:35, 10 December 2023
- Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance 2024-04-18 Paper Stable limits for the Gaussian QMLE in the non-stationary GARCH(1...10 bytes (16 words) - 13:37, 28 January 2024
- Paper Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case 2006-06-19 Paper ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 2006-03-08...10 bytes (16 words) - 22:05, 9 December 2023
- Publication Date of Publication Type Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance 2024-04-18 Paper Concentration inequalities...10 bytes (16 words) - 13:37, 28 January 2024
- mardi4nfdi.de/entity/Q6134976 2023-08-23 Paper QMLE of periodic time-varying bilinear– GARCH models 2022-06-10 Paper QMLE for periodic time-varying asymmetric log...10 bytes (16 words) - 02:50, 25 September 2023
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients 2021-12-13 Paper QMLE of periodic bilinear models...10 bytes (16 words) - 23:12, 9 December 2023
- power-transformed and threshold GARCH models 2016-06-03 Paper Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models 2014-12-02 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 15:35, 10 December 2023
- and Possibly Unequal Scaling 2007-08-20 Paper Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case 2006-06-19 Paper ASYMPTOTIC INFERENCE...10 bytes (18 words) - 19:31, 11 December 2023
- models 2012-06-08 Paper Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models 2011-09-22 Paper Estimating the orders of...10 bytes (18 words) - 23:37, 10 December 2023
- estimators for finite-order ARCH models as simple and competitive alternatives to QMLE 2023-03-30 Paper...10 bytes (16 words) - 19:58, 6 October 2023
- Publication Date of Publication Type Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 2011-06-17 Paper...10 bytes (16 words) - 03:40, 7 October 2023
- Publication Date of Publication Type QMLE: Fast, robust, and efficient estimation of distribution functions based on quantiles 2003-11-01 Paper...10 bytes (13 words) - 12:39, 14 March 2024
- Publication Date of Publication Type QMLE: Fast, robust, and efficient estimation of distribution functions based on quantiles 2003-11-01 Paper...10 bytes (13 words) - 12:39, 14 March 2024
- QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE 2016-08-15 Paper...10 bytes (16 words) - 18:54, 6 October 2023
- periodic integer-valued moving average (INMA (q)) models 2023-04-21 Paper QMLE of periodic integer-valued time series models 2022-10-18 Paper On some periodic...10 bytes (16 words) - 23:04, 27 December 2023
- Publication Date of Publication Type A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors 2020-04-23...10 bytes (16 words) - 12:32, 14 March 2024
- model with multiplicative structure 2022-06-22 Paper Asymptotic theory for QMLE for the real‐time GARCH(1,1) model 2021-11-25 Paper...10 bytes (16 words) - 12:32, 14 March 2024
- credit risk measurement 2016-10-07 Paper Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks 2016-06-22 Paper...10 bytes (18 words) - 23:55, 10 December 2023
- general causal time series with exogenous covariates 2022-05-11 Paper Poisson QMLE for change-point detection in general integer-valued time series models 2022-04-04...10 bytes (18 words) - 14:41, 28 January 2024
- Publication Date of Publication Type Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors 2021-06-03 Paper Prescribing...10 bytes (16 words) - 17:39, 24 September 2023
