Pages that link to "Item:Q634578"
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The following pages link to Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578):
Displaying 4 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
