Pages that link to "Item:Q1667982"
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The following pages link to Nonstationary GARCH with \(t\)-distributed innovations (Q1667982):
Displaying 10 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations (Q2479675) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)