Pages that link to "Item:Q5427673"

The following pages link to Method of moment estimation in the COGARCH(1,1) model (Q5427673):

Displaying 23 items.

• V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
• Recent results in the theory and applications of CARMA processes (Q457274) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• Multivariate COGARCH(1, 1) processes (Q605037) (← links)
• GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
• Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• On the limiting distribution of sample central moments (Q2304250) (← links)
• Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
• A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
• Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
• Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
• Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
• Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
• METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
• Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
• Data cloning estimation of GARCH and COGARCH models (Q5220829) (← links)
• Asymmetric COGARCH processes (Q5245621) (← links)
• Aspects of prediction (Q5245624) (← links)
• (Q5493557) (← links)
• Exploring novel approaches for estimating fractional stochastic processes through practical applications (Q6569190) (← links)