Pages that link to "Item:Q1931360"
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The following pages link to Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models (Q1931360):
Displaying 10 items.
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
