Pages that link to "Item:Q3424299"
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The following pages link to Recursive Estimation of GARCH Models (Q3424299):
Displaying 13 items.
- An efficient descent direction method with cutting planes (Q623787) (← links)
- Two-stage RLS algorithm for estimating ARCH models (Q857101) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Real time estimation of stochastic volatility processes (Q1931658) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Narrow big data in a stream: computational limitations and regression (Q2215116) (← links)
- Estimating weak GARCH representations (Q2716484) (← links)
- Parameter estimation for GARCH(1,1) models based on Kalman filter (Q2885074) (← links)
- Robust recursive estimation of GARCH models (Q3120381) (← links)
- THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- Estimating GARCH models using support vector machines* (Q4647256) (← links)