Pages that link to "Item:Q385779"
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The following pages link to Inference in nonstationary asymmetric GARCH models (Q385779):
Displayed 24 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)