Pages that link to "Item:Q1009536"
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The following pages link to Probabilistic properties of periodic GARCH prosses (Q1009536):
Displaying 15 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)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
