Pages that link to "Item:Q288103"
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The following pages link to Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103):
Displaying 5 items.
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- (Q4625042) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Characteristic function-based inference for GARCH models with heavy-tailed innovations (Q5358337) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)