Pages that link to "Item:Q736696"

The following pages link to Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696):

Displaying 20 items.

• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
• M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
• Periodic autoregressive stochastic volatility (Q2412761) (← links)
• GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
• A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
• QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)
• Stochastic online convex optimization. Application to probabilistic time series forecasting (Q6200884) (← links)