Pages that link to "Item:Q5094270"
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The following pages link to Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (Q5094270):
Displaying 7 items.
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
