Pages that link to "Item:Q611171"

The following pages link to A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171):

Displayed 3 items.

• Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) ‎ (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) ‎ (← links)
• Estimation for periodic ARMA models with unspecified noises (Q5866042) ‎ (← links)