Pages that link to "Item:Q1757893"
From MaRDI portal
The following pages link to Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893):
Displayed 6 items.
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)