Pages that link to "Item:Q4928509"
From MaRDI portal
The following pages link to Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509):
Displaying 6 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)