Pages that link to "Item:Q651027"

The following pages link to Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027):

Displaying 32 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Risk-parameter estimation in volatility models (Q473360) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
• Linear double autoregression (Q1792485) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
• Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
• Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
• Asymmetric linear double autoregression (Q5095288) (← links)
• Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
• Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)