Pages that link to "Item:Q1757893"
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The following pages link to Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893):
Displayed 3 items.
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)