Pages that link to "Item:Q946254"
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The following pages link to On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254):
Displaying 22 items.
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Estimation in conditionally heteroscedatic time series models. (Q2386889) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (Q2815386) (← links)
- Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (Q3007414) (← links)
- Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA (Q3535622) (← links)
- <b>H</b>(curl) auxiliary mesh preconditioning (Q3588921) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics (Q5138023) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
