The following pages link to (Q4272853):
Displaying 7 items.
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- On a general class of probability distributions and its applications (Q2259216) (← links)
- A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)