Pages that link to "Item:Q3551008"
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The following pages link to <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008):
Displaying 8 items.
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
- Robust \(M\)-estimate of GJR model with high frequency data (Q2516046) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
