Pages that link to "Item:Q3409060"

The following pages link to EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060):

Displaying 44 items.

• A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• Empirical likelihood for break detection in time series (Q391854) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
• Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
• Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
• Blockwise empirical likelihood for time series of counts (Q631632) (← links)
• Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
• Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
• Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
• Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Interval estimation for a simple bilinear model (Q2435727) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
• Empirical likelihood in long-memory time series models (Q2930886) (← links)
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
• Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
• Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
• Empirical likelihood for moving average models (Q5078576) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
• Inference for short‐memory time series models based on modified empirical likelihood (Q6081858) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)