Pages that link to "Item:Q2864659"
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The following pages link to Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659):
Displaying 8 items.
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
- Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)