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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
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Estimation theory
723
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723
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285
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158
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Linton, Oliver
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1
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1
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Economics letters
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33
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
5
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
6
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
7
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
8
Specification tests for multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 413-438
Persistent link: https://www.econbiz.de/10011665418
Saved in:
9
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
10
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
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