The following pages link to Robust modelling of DTARCH models (Q5703223):
Displaying 9 items.
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Enablers for robust POD models (Q1010333) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407) (← links)
- Weighted composite quantile regression estimation of DTARCH models (Q5093220) (← links)
- Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
