Pages that link to "Item:Q2936833"

The following pages link to ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833):

Displaying 3 items.

• A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
• QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)