Pages that link to "Item:Q1631205"
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The following pages link to Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205):
Displaying 4 items.
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
- Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674) (← links)