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Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: Journal of time series econometrics 6 (2014) 2, pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
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Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - In: Journal of time series econometrics 11 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
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A note on the QMLE limit theory in the non-stationary ARCH(1) model
Arvanitis, Stelios; Louka, Alexandros - In: Journal of time series econometrics 8 (2016) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10011440450