Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics
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Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_7 ◽

2006 ◽

pp. 169-186

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Model ◽

Heavy Tailed ◽

Quasi Maximum Likelihood

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Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_5 ◽

2006 ◽

pp. 85-140

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Recurrence Equations ◽

Stochastic Recurrence ◽

Quasi Maximum Likelihood

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Introduction

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_1 ◽

2006 ◽

pp. 1-12

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Whittle Estimation in a Heavy—tailed GARCH(1,1) Model

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_8 ◽

2006 ◽

pp. 187-213

Keyword(s):

Whittle Estimation ◽

Heavy Tailed

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Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_6 ◽

2006 ◽

pp. 141-168 ◽

Cited By ~ 5

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models

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Parameter Estimation: An Overview

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_4 ◽

2006 ◽

pp. 63-83

Keyword(s):

Parameter Estimation

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Some Mathematical Tools

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_2 ◽

2006 ◽

pp. 13-36

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Financial Time Series: Facts and Models

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_3 ◽

2006 ◽

pp. 37-62

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Introduction

Whittle Estimation in a Heavy—tailed GARCH(1,1) Model

Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models

Parameter Estimation: An Overview

Some Mathematical Tools

Financial Time Series: Facts and Models

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics
Latest Publications