Pages that link to "Item:Q451281"
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The following pages link to Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281):
Displayed 22 items.
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)