Pages that link to "Item:Q327174"
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The following pages link to A nonlinear model for long-memory conditional heteroscedasticity (Q327174):
Displaying 11 items.
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- A model for level induced conditional heteroskedasticity (Q1726803) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- یک مدل جدید برای فرآیندهای همبسته دوره ایی با پراکندگی متغیر شرطی (Q4622665) (← links)
- A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)