Pages that link to "Item:Q2343638"
From MaRDI portal
The following pages link to Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638):
Displaying 9 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)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505) (← links)
