Pages that link to "Item:Q4605236"
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The following pages link to Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236):
Displaying 5 items.
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Inference for 2-D GARCH models (Q2251693) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528) (← links)
- Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (Q4598614) (← links)
