Pages that link to "Item:Q3440776"

The following pages link to ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776):

Displaying 23 items.

• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
• Two-stage RLS algorithm for estimating ARCH models (Q857101) (← links)
• Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise (Q994210) (← links)
• Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
• ARCH model and fractional Brownian motion (Q1698250) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
• Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
• Recursive Estimation of GARCH Models (Q3424299) (← links)
• Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
• Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
• Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
• Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
• Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)