Pages that link to "Item:Q1424476"

The following pages link to The rate of consistency of the quasi-maximum likelihood estimator. (Q1424476):

Displaying 16 items.

• Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
• Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
• Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
• Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
• Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
• Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
• The efficiency of the estimators of the parameters in GARCH processes. (Q1879947) (← links)
• High moment partial sum processes of residuals in GARCH models and their applications (Q2368858) (← links)
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
• TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS (Q2801995) (← links)
• Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
• On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
• QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
• Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
• RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
• Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)