Pages that link to "Item:Q1413685"
From MaRDI portal
The following pages link to Asymptotic results for long memory LARCH sequences (Q1413685):
Displayed 9 items.
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)