Pages that link to "Item:Q2386889"

The following pages link to Estimation in conditionally heteroscedatic time series models. (Q2386889):

Displaying 50 items.

• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
• A CLT for martingale transforms with infinite variance (Q334015) (← links)
• Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
• Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
• On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
• Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
• On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
• Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738) (← links)
• SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
• Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
• A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
• Weak law of large numbers for linear processes (Q1701324) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
• Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
• Nonlinear least squares estimation of Log-ACD models (Q1782029) (← links)
• Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
• M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
• Multivariate time series models for mixed data (Q2108503) (← links)
• A time-varying parameter model for local explosions (Q2116324) (← links)
• Maximum likelihood estimation for score-driven models (Q2116342) (← links)
• Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
• GARCH-type factor model (Q2140876) (← links)
• Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Accelerating score-driven time series models (Q2330723) (← links)
• On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
• Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
• Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)
• Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (Q2868871) (← links)
• Dynamic models for volatility and heavy tails. With applications to financial and economic time series (Q2925319) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)