The following pages link to WHITTLE ESTIMATION OF ARCH MODELS (Q4807259):
Displaying 33 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- Estimating GARCH models: when to use what? (Q3499426) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
