Pages that link to "Item:Q3077640"
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The following pages link to Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640):
Displaying 26 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Asymptotic inference for periodic ARCH processes (Q4923222) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)
