Pages that link to "Item:Q1785815"

The following pages link to Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815):

Displaying 9 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Some properties of stochastic volatility model that are induced by its volatility sequence (Q1731258) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
• Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (Q2828698) (← links)
• Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
• Characteristic function-based inference for GARCH models with heavy-tailed innovations (Q5358337) (← links)