Pages that link to "Item:Q4563528"
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The following pages link to The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528):
Displaying 4 items.
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
- Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
- Pseudo‐likelihood estimation in ARCH models (Q5443826) (← links)