Pages that link to "Item:Q3551008"

The following pages link to <i>M</i>-ESTIMATION IN GARCH MODELS (Q3551008):

Displaying 33 items.

• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
• A new estimator method for GARCH models (Q978796) (← links)
• Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
• The efficiency of the estimators of the parameters in GARCH processes. (Q1879947) (← links)
• M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Inference for 2-D GARCH models (Q2251693) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• M-estimation for periodic GARCH model with high-frequency data (Q2401782) (← links)
• Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
• Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
• Robust \(M\)-estimate of GJR model with high frequency data (Q2516046) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Estimating weak GARCH representations (Q2716484) (← links)
• Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
• Least absolute deviations estimation for ARCH and GARCH models (Q2813909) (← links)
• An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
• On the parametrization of multivariate GARCH models (Q2886953) (← links)
• (Q2888086) (← links)
• Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
• RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
• Recursive Estimation of GARCH Models (Q3424299) (← links)
• (Q3461415) (← links)
• Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
• Estimating GARCH models using support vector machines* (Q4647256) (← links)
• Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
• Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957) (← links)
• Asymptotic theory of univariate GARCH estimation: stationary and nonstationary case (Q5165905) (← links)
• Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
• GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
• Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (Q5867708) (← links)