Pages that link to "Item:Q5133523"
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The following pages link to Stable Limit Theory for the Variance Targeting Estimator (Q5133523):
Displaying 5 items.
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
- Multivariate variance targeting in the BEKK-GARCH model (Q5093221) (← links)
- Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)