Pages that link to "Item:Q5222426"

The following pages link to A robust closed-form estimator for the GARCH(1,1) model (Q5222426):

Displayed 6 items.

• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) ‎ (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) ‎ (← links)
• Correcting outliers in GARCH models: a weighted forward approach (Q2338226) ‎ (← links)
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) ‎ (← links)
• M-estimates for the multiplicative error model (Q5107692) ‎ (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) ‎ (← links)