scientific article; zbMATH DE number 5630239
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Publication:3640775
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- scientific article; zbMATH DE number 5218717
- Empirical likelihood estimation for ARCH-M models
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
- Empirical likelihood inference for AR (p) model
- \(L_{p}\)-estimators in ARCH models
- Pseudo‐likelihood estimation in ARCH models
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Empirical likelihood inference for functional coefficient ARCH-M model
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models
Cited in
(16)- Modeling time series of counts with COM-Poisson INGARCH models
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Empirical likelihood for linear and log-linear INGARCH models
- Empirical likelihood estimation for ARCH-M models
- Quasi-likelihood statistical inference for the INARS(p) model
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood inference for AR (p) model
- A negative binomial integer-valued GARCH model
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Zero-inflated binomial integer-valued ARCH models for time series
- Doubly-inflated Poisson INGARCH models for count time series
- Estimation and testing for a Poisson autoregressive model
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- A mixture integer-valued ARCH model
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