Pages that link to "Item:Q1025338"
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The following pages link to On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338):
Displaying 11 items.
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Spatial system estimators for panel models: a sensitivity and simulation study (Q2229856) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
- Pseudo‐likelihood estimation in ARCH models (Q5443826) (← links)
- Matrix derivatives and Kronecker products for the core and generalized core inverses (Q6191125) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
