Pages that link to "Item:Q605885"
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The following pages link to On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885):
Displaying 6 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
- A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
- Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)
