Pages that link to "Item:Q1695669"
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The following pages link to A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669):
Displaying 7 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- An ARCH model without intercept (Q500477) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)