Pages that link to "Item:Q1417811"
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The following pages link to \(L_{p}\)-estimators in ARCH models (Q1417811):
Displayed 7 items.
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Estimating GARCH models: when to use what? (Q3499426) (← links)
- Asymptotic properties in ARCH(p)-time series (Q5457949) (← links)