Pages that link to "Item:Q1623518"

The following pages link to Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518):

Displaying 8 items.

• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
• Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
• Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
• Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (Q5867708) (← links)
• A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)