Works matching IS 19411928 AND DT 2019 AND VI 11 AND IP 1
Results: 4
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model.
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- Journal of Time Series Econometrics, 2019, v. 11, n. 1, p. N.PAG, doi. 10.1515/jtse-2018-0010
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- Article
Modelling with Dispersed Bivariate Moving Average Processes.
- Published in:
- Journal of Time Series Econometrics, 2019, v. 11, n. 1, p. N.PAG, doi. 10.1515/jtse-2018-0009
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- Article
Local Lagged Adapted Generalized Method of Moments: An Innovative Estimation and Forecasting Approach and its Applications.
- Published in:
- Journal of Time Series Econometrics, 2019, v. 11, n. 1, p. N.PAG, doi. 10.1515/jtse-2016-0024
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- Article
A Neural Network Method for Nonlinear Time Series Analysis.
- Published in:
- Journal of Time Series Econometrics, 2019, v. 11, n. 1, p. N.PAG, doi. 10.1515/jtse-2016-0011
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- Article