Pages that link to "Item:Q3077651"
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The following pages link to Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651):
Displayed 4 items.
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)