Pages that link to "Item:Q543456"
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The following pages link to Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456):
Displaying 3 items.
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks (Q6669567) (← links)