Pages that link to "Item:Q2807747"
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The following pages link to Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747):
Displaying 14 items.
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models (Q1931360) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application (Q2319494) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (Q5094270) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872) (← links)
