Pages that link to "Item:Q1766031"

The following pages link to Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031):

Displaying 18 items.

• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration (Q470074) (← links)
• Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
• Estimation in conditionally heteroscedatic time series models. (Q2386889) (← links)
• Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
• Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764) (← links)
• On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
• QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
• Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
• Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
• Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)