Pages that link to "Item:Q2261914"

The following pages link to Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914):

Displaying 7 items.

• Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
• Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← 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)