Pages that link to "Item:Q5111850"
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The following pages link to Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850):
Displaying 5 items.
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- A new methodology to estimate constant elasticity of variance (Q5076607) (← links)
- Bayesian analysis of constant elasticity of variance models (Q5430339) (← links)