Pages that link to "Item:Q2116337"
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The following pages link to Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337):
Displaying 8 items.
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio (Q6577816) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)
