Pages that link to "Item:Q4366214"
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The following pages link to On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity (Q4366214):
Displayed 17 items.
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Comparative analysis of risk ratings for the East European region (Q2486189) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP (Q3530173) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
