Pages that link to "Item:Q1952010"

The following pages link to Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010):

Displaying 20 items.

• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
• Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
• Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
• QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application (Q2319494) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
• The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (Q2854187) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
• RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
• Asymptotic theory of univariate GARCH estimation: stationary and nonstationary case (Q5165905) (← links)
• STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
• Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
• <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
• QMLE for periodic absolute value GARCH models (Q6123179) (← links)