Pages that link to "Item:Q5397963"
From MaRDI portal
The following pages link to Least squares estimation of ARCH models with missing observations (Q5397963):
Displaying 6 items.
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326) (← links)
- Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data (Q6138583) (← links)
