Pages that link to "Item:Q1936534"
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The following pages link to Interval estimation of the tail index of a GARCH(1,1) model (Q1936534):
Displayed 4 items.
- Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)