Pages that link to "Item:Q5111848"
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The following pages link to On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848):
Displaying 5 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (Q2868871) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)