Pages that link to "Item:Q2859073"

The following pages link to Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models (Q2859073):

Displaying 34 items.

• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
• On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
• Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
• GARCH with omitted persistent covariate (Q485597) (← links)
• An ARCH model without intercept (Q500477) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Testing the existence of moments for GARCH processes (Q2116322) (← links)
• Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
• Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
• Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
• Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• QMLE for periodic absolute value GARCH models (Q6123179) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)