The following pages link to (Q4217814):
Displaying 9 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- A profile Godambe information of power transformations for ARCH time series (Q5349217) (← links)
