Pages that link to "Item:Q1936534"

The following pages link to Interval estimation of the tail index of a GARCH(1,1) model (Q1936534):

Displaying 8 items.

• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)