Pages that link to "Item:Q1698475"
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The following pages link to Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475):
Displaying 11 items.
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- Quasi-maximum likelihood estimation of GARCH with student distributed noise (Q5082606) (← links)
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872) (← links)
- On periodic logGARCH model with empirical application model with empirical application (Q6657831) (← links)
