Pages that link to "Item:Q1759427"

The following pages link to A new time domain estimation of \(k\)-factors GARMA processes (Q1759427):

Displaying 6 items.

• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (Q5953179) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)