Pages that link to "Item:Q1417811"

The following pages link to \(L_{p}\)-estimators in ARCH models (Q1417811):

Displaying 30 items.

• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Asymptotics for L2-norm of ARCH innovation density estimator (Q719475) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
• Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
• Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
• Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
• Weighted least absolute deviations estimation for ARMA models with infinite variance (Q2886969) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• (Q3071651) (← links)
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
• On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
• Estimating GARCH models: when to use what? (Q3499426) (← links)
• Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
• (Q3640775) (← links)
• (Q4660424) (← links)
• Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
• M-estimation and linear hypothesis testing in the ARCH model (Q5296726) (← links)
• (Q5442467) (← links)
• Asymptotic properties in ARCH(p)-time series (Q5457949) (← links)