Pages that link to "Item:Q2833375"
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The following pages link to Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375):
Displaying 3 items.
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
