Pages that link to "Item:Q477106"
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The following pages link to Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106):
Displaying 5 items.
- Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011) (← links)
- Power-expected-posterior priors for generalized linear models (Q1631573) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (Q5094270) (← links)