Pages that link to "Item:Q4707029"
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The following pages link to Parameter Estimation in Conditional Heteroscedastic Models (Q4707029):
Displaying 12 items.
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Parameter estimation in linear models with heteroscedastic variances subject to order restrictions (Q697470) (← links)
- Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model (Q1941454) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- On prediction intervals for conditionally heteroscedastic processes (Q2784958) (← links)
- On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (Q2815386) (← links)
- Estimation and Inference for Heteroscedastic Systems of Equations (Q3324904) (← links)
- On a multivariate conditional heteroscedastic model (Q4364848) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
