Pages that link to "Item:Q2914954"
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The following pages link to Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954):
Displaying 8 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)
