Pages that link to "Item:Q990922"
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The following pages link to Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922):
Displayed 5 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)