Author:
Fan Peng-ying,Wu Si-xin,Zhao Zi-long,Chen Min
Publisher
Springer Science and Business Media LLC
Reference16 articles.
1. Aknouche, A., Bibi, A. Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMAGARCH processes. Journal of Time Series Analysis, 29: 9–45 (2009)
2. Berkes, I., Horvath, L., Kokoszka, P. GARCH processes: structure and estimation. Bernoulli, 9: 201–207 (2003)
3. Bibi, A., Lescheb, I. Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models. Statistics and Probability Letters, 80: 1532–1542 (2010)
4. Bibi, A., Lescheb, I. Estimation and Asymptotic Properties in Periodic GARCH (1, 1) Models. Communications in Statistics-Theory and Methods, 42: 3497–3513 (2013)
5. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. Journal of E-conometrics, 31: 307–327 (1986)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献