Pages that link to "Item:Q611171"
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The following pages link to A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171):
Displaying 4 items.
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)