Pages that link to "Item:Q3015866"
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The following pages link to A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866):
Displaying 3 items.
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)