The following pages link to (Q4290503):
Displaying 11 items.
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
- Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- (Q5430680) (← links)
- Estimation of parameters and eigenmodes of multivariate autoregressive models (Q5460989) (← links)
