Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference22 articles.
1. A. Aknouche, “Multi-Stage Weighted Least Squares Estimation of ARCH Processes in the Stable and Unstable Cases”, Statist. Inference for Stochastic Processes 15, 241–256 (2012).
2. A. Aknouche and E. Al-Eid, “Asymptotic Inference for Unstable Periodic ARCH Processes”, Statist. Inference for Stochastic Processes 15, 61–79 (2012).
3. A. Aknouche, E. Al-Eid, and A. M. Hmeid, “Offline and Online Weighted Least Squares Estimation of Nonstationary Power ARCH Processes”, Statist. Probab. Lett. 81, 1535–1540 (2011).
4. A. Aue and L. Horváth, “Quasi-Likelihood Estimation in Stationary and Nonstationary Autoregressive Models with Random Coefficients”, Statistica Sinica 21, 973–999 (2011).
5. I. Berkes, L. Horváth, and P. Kokoskza, “GARCH Processes: Structure and Estimation”, Bernoulli 9, 201–227 (2003).
Cited by
1 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