Pages that link to "Item:Q651027"

The following pages link to Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027):

Displayed 17 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) ‎ (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) ‎ (← links)
• Risk-parameter estimation in volatility models (Q473360) ‎ (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) ‎ (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) ‎ (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) ‎ (← links)
• Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) ‎ (← links)
• Linear double autoregression (Q1792485) ‎ (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) ‎ (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) ‎ (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) ‎ (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) ‎ (← 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)
• 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)
• Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) ‎ (← links)