Showing results 3 to 9 of 9
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Title | Author(s) | Issue Date | |
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Factor double autoregressive models with application to simultaneous causality testing Journal:Journal of Statistical Planning and Inference | 2014 | ||
Global self-weighted and local quasi-maximum exponential likelihood estimators for arma-garch/igarch models Journal:Annals of Statistics | 2011 | ||
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises Journal:Journal of the American Statistical Association | 2015 | ||
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model Journal:Journal of Time Series Analysis | 2012 | ||
Model-based pricing for financial derivatives Journal:Journal of Econometrics | 2015 | ||
Quasi-maximum exponential likelihood estimators for a double AR(p) model Journal:Statistica Sinica | 2013 | ||
The global weighted lad estimators for finite/infinite variance arma(p,q) models Journal:Econometric Theory | 2012 |