Pages that link to "Item:Q3086362"
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The following pages link to Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362):
Displaying 10 items.
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
