Estimation of GARCH Models from the Autocorrelations of the Squares of a Process.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 631, doi. 10.1111/1467-9892.00245
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 6
Results: 8
1
2
Large Sample Properties of Parameter Estimates for Periodic ARMA Models.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 651, doi. 10.1111/1467-9892.00246
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- Publication type:
- Article
3
Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 679, doi. 10.1111/1467-9892.00248
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- Publication type:
- Article
4
State-space Models with Finite Dimensional Dependence.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 665, doi. 10.1111/1467-9892.00247
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- Publication type:
- Article
5
A Note on Mean-squared Prediction Errors of the Least Squares Predictors in Random Walk Models.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 711, doi. 10.1111/1467-9892.00249
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- Publication type:
- Article
6
Model Selection in Threshold Models.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 733, doi. 10.1111/1467-9892.00251
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- Publication type:
- Article
7
On Prediction Intervals for Conditionally Heteroscedastic Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 725, doi. 10.1111/1467-9892.00250
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- Publication type:
- Article
8
Index to Volume: 22 2001.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 6, p. 755, doi. 10.1111/1467-9892.00252
- Publication type:
- Article