Pages that link to "Item:Q5030955"
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The following pages link to Generalized autoregressive moving average models with GARCH errors (Q5030955):
Displaying 7 items.
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Prediction in ARMA models with GARCH in mean effect (Q2759338) (← links)
- (Q4991235) (← links)
- (Q5425800) (← links)
- RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; <i>δ</i>, 1)) model (Q6169399) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)