Pages that link to "Item:Q2936833"
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The following pages link to ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833):
Displaying 4 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)