Pages that link to "Item:Q451281"
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The following pages link to Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281):
Displayed 50 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
- Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- (Q5091892) (← links)