Pages that link to "Item:Q311986"
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The following pages link to Statistical inference for nonparametric GARCH models (Q311986):
Displaying 7 items.
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Efficient nonparametric estimation and inference for the volatility function (Q5384667) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)