Pages that link to "Item:Q2914954"

The following pages link to Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954):

Displaying 3 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)