Pages that link to "Item:Q3086362"

The following pages link to Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362):

Displaying 25 items.

• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
• Parametric estimation for ARFIMA models via spectral methods (Q2493248) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• (Q3071651) (← links)
• ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
• On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
• (Q3780320) (← links)
• Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• (Q4660424) (← links)
• Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
• M-estimation and linear hypothesis testing in the ARCH model (Q5296726) (← links)
• (Q5442467) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
• Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)