Pages that link to "Item:Q2830196"
From MaRDI portal
The following pages link to Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196):
Displaying 5 items.
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models (Q4468546) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
