Pages that link to "Item:Q2072816"
From MaRDI portal
The following pages link to Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816):
Displaying 5 items.
- Empirical Likelihood for Threshold Autoregressive Models (Q2884896) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- Threshold heteroskedastic models (Q5906561) (← links)
