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~person:"Francq, Christian"
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Search: subject:"Quasi-maximum likelihood estimator"
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Boundary of the parameter space
2
APARCH model augmented with explanatory variables
1
Consistency and asymptotic distribution of the Gaussian quasi-maximum likelihood estimator
1
Consistency and asymptotic normality
1
GARCH-X models
1
Integer-valued AR and GARCH models
1
Non-normal asymptotic distribution
1
Poisson quasi-maximum likelihood estimator
1
Power-transformed and Threshold GARCH with exogenous covariates
1
Time series of counts
1
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Francq, Christian
Chalupka, Radovan
3
Kopecsni, Juraj
3
Potiron, Yoann
3
White, Halbert
3
Andrews, Donald W.K.
2
Bai, Peng
2
Blasques, Francisco
2
Clinet, Simon
2
Fan, Jianqing
2
Fermanian, Jean-David
2
Goncalves, Silvia
2
Gorgi, Paolo
2
Huang, Danyang
2
Kim, Donggyu
2
Koopman, Siem Jan
2
Krishnaiah, P.
2
Murteira, José M.R.
2
Poignard, Benjamin
2
Ramalho, Joaquim J.S.
2
Taniguchi, M.
2
Wang, Hansheng
2
Wintenberger, Olivier
2
Yu, Dalei
2
Zhu, Xuening
2
Ahmad, Ali
1
Arvis, Jean-Francois
1
Bai, Z.
1
Bardet, Jean-Marc
1
Benjanuvatra, Saruta
1
Burridge, Peter
1
Cai, Zongwu
1
Chalabi, Yohan
1
Chao, R.
1
Choi, In
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Ding, Chang
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Ding, Hao
1
Gonçalves, Sílvia
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Han, Heejoon
1
Hu, Jianhua
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Qml inference for volatility models with covariates
Francq, Christian
;
Thieu, Le Quyen
-
Volkswirtschaftliche Fakultät, …
-
2015
The asymptotic distribution of the Gaussian
quasi-maximum
likelihood
estimator
(QMLE) is obtained for a wide class of …
Persistent link: https://www.econbiz.de/10011210479
Saved in:
2
Poisson qmle of count time series models
Ahmad, Ali
;
Francq, Christian
-
Volkswirtschaftliche Fakultät, …
-
2014
Regularity conditions are given for the consistency of the Poisson
quasi-maximum
likelihood
estimator
of the …
Persistent link: https://www.econbiz.de/10011111631
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