Pages that link to "Item:Q5430621"
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The following pages link to Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621):
Displaying 5 items.
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
