Pages that link to "Item:Q1372928"

The following pages link to Efficient estimation in semiparametric GARCH models (Q1372928):

Displaying 35 items.

• Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• An adaptive estimation of MAVE (Q643296) (← links)
• Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
• Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
• Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
• Adaptive estimation in time-series models (Q1359426) (← links)
• On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
• Semiparametric score driven volatility models (Q1659100) (← links)
• Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
• Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
• Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
• Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
• Tests against inequality constraints in semiparametric models (Q1866207) (← links)
• Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
• The efficiency of the estimators of the parameters in GARCH processes. (Q1879947) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Testing the existence of moments for GARCH processes (Q2116322) (← links)
• Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
• Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
• SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942) (← links)
• A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
• On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
• Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
• Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
• Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
• Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
• Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
• LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)