The following pages link to (Q3780320):
Displaying 39 items.
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Two-stage RLS algorithm for estimating ARCH models (Q857101) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Selecting the order of an ARCH model (Q1927498) (← links)
- Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (Q1931865) (← links)
- Estimating the generalized autoregression model parameters for unknown noise distribution (Q1956883) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)
- (Q3727186) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444) (← links)
- Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- Diagnostic checks in time series models based on a new correlation coefficient of residuals (Q6643316) (← links)
