Auswahl der wissenschaftlichen Literatur zum Thema „QML asymptotic results“
Geben Sie eine Quelle nach APA, MLA, Chicago, Harvard und anderen Zitierweisen an
Inhaltsverzeichnis
Machen Sie sich mit den Listen der aktuellen Artikel, Bücher, Dissertationen, Berichten und anderer wissenschaftlichen Quellen zum Thema "QML asymptotic results" bekannt.
Neben jedem Werk im Literaturverzeichnis ist die Option "Zur Bibliographie hinzufügen" verfügbar. Nutzen Sie sie, wird Ihre bibliographische Angabe des gewählten Werkes nach der nötigen Zitierweise (APA, MLA, Harvard, Chicago, Vancouver usw.) automatisch gestaltet.
Sie können auch den vollen Text der wissenschaftlichen Publikation im PDF-Format herunterladen und eine Online-Annotation der Arbeit lesen, wenn die relevanten Parameter in den Metadaten verfügbar sind.
Zeitschriftenartikel zum Thema "QML asymptotic results"
Hu, Hongchang. „QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes“. Mathematical Problems in Engineering 2010 (2010): 1–30. http://dx.doi.org/10.1155/2010/956907.
Der volle Inhalt der QuelleFrancq, Christian, und Le Quyen Thieu. „QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES“. Econometric Theory 35, Nr. 1 (01.02.2018): 37–72. http://dx.doi.org/10.1017/s0266466617000512.
Der volle Inhalt der QuelleMeitz, Mika, und Pentti Saikkonen. „PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS“. Econometric Theory 27, Nr. 6 (31.05.2011): 1236–78. http://dx.doi.org/10.1017/s0266466611000041.
Der volle Inhalt der QuelleFrancq, Christian, und Jean-Michel Zakoïan. „QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS“. Econometric Theory 28, Nr. 1 (03.08.2011): 179–206. http://dx.doi.org/10.1017/s0266466611000156.
Der volle Inhalt der QuelleZhang, Mengqi, und Boping Tian. „Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model“. Mathematics 11, Nr. 13 (01.07.2023): 2947. http://dx.doi.org/10.3390/math11132947.
Der volle Inhalt der QuelleHussein Jasim, Ahmed, Haider Mehdi Moeen und Ali Hussein Alwan. „Asymptomatic Thyroid dysfunction in patients of chronic renal failure“. AL-QADISIYAH MEDICAL JOURNAL 11, Nr. 19 (25.07.2017): 203–10. http://dx.doi.org/10.28922/qmj.2015.11.19.203-210.
Der volle Inhalt der QuelleA. Abbas, Yahya, Adnan H. Aubaid und Bushra J. Hamad. „Determination of Hepatitis C Viral Load and Genotypes by Real-Time and RT-PCR at Thi_Qar Province“. AL-QADISIYAH MEDICAL JOURNAL 9, Nr. 15 (02.08.2017): 250–64. http://dx.doi.org/10.28922/qmj.2013.9.15.250-264.
Der volle Inhalt der QuelleB. Alawadi, Najlaa. „Interleukin-6 Level among Iraqi Patients with Chronic Lymphocytic Leukemia from Babil Province“. AL-QADISIYAH MEDICAL JOURNAL 12, Nr. 21 (16.07.2017): 113–23. http://dx.doi.org/10.28922/qmj.2016.12.21.113-123.
Der volle Inhalt der QuelleAsai, Manabu, und Michael McAleer. „Multivariate Hyper-Rotated GARCH-BEKK“. Journal of Time Series Econometrics, 10.01.2022. http://dx.doi.org/10.1515/jtse-2021-0006.
Der volle Inhalt der QuelleHu, Jianhua, Hao Ding und Xiaoqian Liu. „Arbitrage Pricing with Heterogeneous Spatial Effects and Heteroscedastic Disturbances“. Journal of Financial Econometrics, 17.02.2022. http://dx.doi.org/10.1093/jjfinec/nbab032.
Der volle Inhalt der QuelleDissertationen zum Thema "QML asymptotic results"
Royer, Julien. „Processus ARCH d'ordre infini, Bêtas dynamiques et applications financières“. Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAG012.
Der volle Inhalt der QuelleThe modeling of financial time series is made difficult by the presence of stylized facts. These empirical statistical properties led to the development of heteroskedastic nonlinear models. Infinite ARCH specifications have been introduced to allow finer modeling of these stylized facts, and in particular the phenomenon of strong persistence of volatility shocks. We present new extensions to these flexible models and study their inference. First, we consider an asymmetric infinite ARCH model. We prove the existence of a stationary solution and establish the asymptotic properties of the quasi-maximum likelihood estimator in this framework. In particular, we allow the parameter to lie on the boundary of the parameter space, precluding asymptotic normality. Moreover, we introduce a portmanteau test assessing the goodness-of-fit of the model on data. We also propose a test for the presence of memory and asymmetry. In a second time, we consider the modeling of the coefficients of a conditional linear regression. Linear factor models are key to many financial models and regression coefficients are often wrongfully assumed constant. We propose a model allowing for dynamic beta coefficients within the framework of multivariate infinite ARCH models. In particular, we allow the addition of exogenous variables in the dynamics of conditional betas and discuss potential candidates. We establish the conditions of existence of a stationary solution and discuss the existence of its moments. Finally, we consider an asset pricing exercise based on dynamic betas. To this end, we extend the results of statistical tests in the case of score-driven betas and propose a bootstrap procedure. Additionally, we introduce a two-step estimation method to measure the dynamic risk premia underlying the asset pricing model
Buchteile zum Thema "QML asymptotic results"
Namazovna Adjablaeva, Dinara. „Latent Tuberculous Infection: Influence on Patient’s Quality of Life“. In Molecular Epidemiology Study of Mycobacterium Tuberculosis Complex. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.96901.
Der volle Inhalt der Quelle