The following pages link to Ines Lescheb (Q429166):
Displaying 9 items.
- On general periodic time-varying bilinear processes (Q429167) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- On stationarity of the periodic AGARCH processes (Q2260446) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Asymptotic inference for periodic ARCH processes (Q4923222) (← links)
- On the stationarity and existence of moments of the periodic EGARCH process (Q6085032) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)
