Pages that link to "Item:Q834361"

The following pages link to Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361):

Displaying 45 items.

• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
• Risk-parameter estimation in volatility models (Q473360) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
• Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
• Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
• Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
• Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
• Strongly consistent model selection for general causal time series (Q2657997) (← links)
• Epidemic change-point detection in general causal time series (Q2667625) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375) (← links)
• ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
• Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
• Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
• Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
• On consistency for time series model selection (Q6166021) (← links)
• Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)