Pages that link to "Item:Q4923222"
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The following pages link to Asymptotic inference for periodic ARCH processes (Q4923222):
Displaying 5 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
- On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
- On the stationarity and existence of moments of the periodic EGARCH process (Q6085032) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)