Pages that link to "Item:Q1359426"
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The following pages link to Adaptive estimation in time-series models (Q1359426):
Displaying 50 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Robust heart rate variability analysis by generalized entropy minimization (Q1623748) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models (Q4677034) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
