Pages that link to "Item:Q3646950"
From MaRDI portal
The following pages link to A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950):
Displaying 5 items.
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Dynamic factor multivariate GARCH model (Q1623556) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
