Pages that link to "Item:Q990922"

The following pages link to Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922):

Displaying 8 items.

• Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
• A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
• QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
• M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
• A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
• 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)
• On the stationarity and existence of moments of the periodic EGARCH process (Q6085032) (← links)