Pages that link to "Item:Q451281"

The following pages link to Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281):

Displaying 20 items.

• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• (Q5091892) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
• Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall (Q5881985) (← links)
• Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)
• Testing serial correlation in a general <i>d</i> -factor model with possible infinite variance (Q6579843) (← links)
• Test for Market Timing Using Daily Fund Returns (Q6586898) (← links)
• Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
• Statistical Inference for a Relative Risk Measure (Q6634862) (← links)
• Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
• Efficient and consistent model selection procedures for time series (Q6635709) (← links)
• Testing for zero skill in stock picking or market timing (Q6671917) (← links)