Pages that link to "Item:Q5220905"
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The following pages link to Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905):
Displaying 4 items.
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)