Pages that link to "Item:Q1667982"
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The following pages link to Nonstationary GARCH with \(t\)-distributed innovations (Q1667982):
Displaying 5 items.
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
