Pages that link to "Item:Q1757893"
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The following pages link to Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893):
Displaying 13 items.
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Two-stage RLS algorithm for estimating ARCH models (Q857101) (← links)
- Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
- Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
