Pages that link to "Item:Q1392035"

The following pages link to Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035):

Displaying 17 items.

• Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
• Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
• On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
• The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
• An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
• Estimation of multivariate non-linear time series models (Q1193965) (← links)
• Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← 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<i>L</i>₁-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
• <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008) (← links)
• A full-factor multivariate GARCH model (Q4458359) (← links)
• (Q5091892) (← links)
• Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
• On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)