Pages that link to "Item:Q1858909"

The following pages link to Stationarity of stable power-GARCH processes. (Q1858909):

Displaying 12 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
• Stable mixture GARCH models (Q528154) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Truncated fractional moments of stable laws (Q1640972) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
• Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)