Pages that link to "Item:Q2507743"
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The following pages link to On location estimation for LARCH processes (Q2507743):
Displaying 6 items.
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
