Pages that link to "Item:Q3094081"
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The following pages link to Tail behavior and OLS estimation in AR-GARCH models (Q3094081):
Displaying 9 items.
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Heavy tails of OLS (Q528137) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
