Pages that link to "Item:Q2454005"
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The following pages link to Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005):
Displaying 6 items.
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
