Pages that link to "Item:Q302189"
From MaRDI portal
The following pages link to Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189):
Displaying 7 items.
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach (Q5860926) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
