Pages that link to "Item:Q1206609"
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The following pages link to A nonlinear time series model and estimation of missing observations (Q1206609):
Displaying 29 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework (Q783086) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Time series AR modeling with missing observations based on the polynomial transformation (Q984202) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Forecasting time series with missing data using Holt's model (Q1022012) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- On some properties of autoregressive conditional Poisson (ACP) models (Q1046300) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- Spectral modeling of time series with missing data (Q1667751) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Missing responses at random in functional single index model for time series data (Q2122835) (← links)
- A new nonlinear formulation for GARCH models (Q2376629) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Forecasting volatility (Q2575551) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- A Note on the Estimation of Missing Values in Time Series (Q3471562) (← links)
- (Q3756362) (← links)
- Optimization methods in time series interpolation (Q4275714) (← links)
- SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS (Q4299038) (← links)
- A recursive approach for estimating missing observations in an univariate time series (Q4337253) (← links)
- Analysis of fragmented time series data using box-jenkins models (Q4490197) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- Generalized least squares estimation of multivariate nonlinear models with missing data (Q4843821) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
