Pages that link to "Item:Q295411"
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The following pages link to Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411):
Displayed 11 items.
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
