Pages that link to "Item:Q411545"

The following pages link to Asymptotic inference of unstable periodic ARCH processes (Q411545):

Displaying 11 items.

• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Periodic autoregressive stochastic volatility (Q2412761) (← links)
• Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
• Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375) (← links)