Pages that link to "Item:Q4707029"
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The following pages link to Parameter Estimation in Conditional Heteroscedastic Models (Q4707029):
Displaying 4 items.
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
