Pages that link to "Item:Q2493561"
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The following pages link to Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561):
Displayed 16 items.
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Stability of block-triangular stationary random matrices (Q932116) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Real time estimation of stochastic volatility processes (Q1931658) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- Estimating GARCH models: when to use what? (Q3499426) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)