Pages that link to "Item:Q3077651"

The following pages link to Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651):

Displaying 8 items.

• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
• Bootstrap of linear model with AR-error structure (Q1907601) (← links)
• Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
• The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)
• Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)