Pages that link to "Item:Q2885074"
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The following pages link to Parameter estimation for GARCH(1,1) models based on Kalman filter (Q2885074):
Displaying 5 items.
- Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise (Q994210) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
- (Q5017242) (← links)
- (Q5283667) (← links)