Pages that link to "Item:Q5299865"
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The following pages link to Nonparametric estimation of a time-varying GARCH model (Q5299865):
Displaying 15 items.
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- (Q3566028) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Bayesian time‐varying autoregressive models of COVID‐19 epidemics (Q6149268) (← links)
