Pages that link to "Item:Q2476827"
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The following pages link to Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827):
Displaying 10 items.
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- (Q3071651) (← links)
- Asymptotic least-squares estimation efficiency considerations and applications (Q3197179) (← links)
- Asymptotic inference for periodic ARCH processes (Q4923222) (← links)
- (Q5442467) (← links)