The following pages link to (Q3071651):
Displaying 10 items.
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
- On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
- (Q4660424) (← links)
- Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient (Q4807621) (← links)
- M-estimation and linear hypothesis testing in the ARCH model (Q5296726) (← links)
- (Q5442467) (← links)
