Results 251 to 260 of about 747,562 (306)

Clinical prediction of aortic arch anatomy to guide stroke CT angiography protocols: A machine learning study. [PDF]

open access: yesNeuroradiol J
Marquez-Romero JM   +4 more
europepmc   +1 more source
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Aggregation in ARCH Models

Lithuanian Mathematical Journal, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Leipus, R., Viano, M.-C.
openaire   +1 more source

Quadratic ARCH Models

The Review of Economic Studies, 1995
Summary: We introduce a new model for time-varying conditional variances as the most general quadratic version possible within the ARCH class. Hence, it encompasses all the existing restricted quadratic variance functions. Its properties are very similar to those of GARCH models, but avoids some of their criticisms.
openaire   +1 more source

Semiparametric ARCH Models

Journal of Business & Economic Statistics, 1991
Abstract This article introduces a semiparametric autoregressive conditional hetero scedasticity (ARCH) model that has conditional first and second moments given by autoregressive moving average and ARCH parametric formulations but a conditional density that is assumed only to be sufficiently smooth to be approximated by a nonparametric ...
Robert F Engle, Gloria Gonzalez-Rivera
openaire   +1 more source

Asymptotic Filtering Theory for Univariate Arch Models [PDF]

open access: possibleEconometrica, 1994
The paper deals with estimation of conditional variances with (misspecified) ARCH-models. It employs continuous record asymptotics to approximate the distribution of the measurement error. This allows to compare the efficiency of various ARCH-models, characterize the impact of different kinds of misspecification on efficiency, and to characterize ...
Nelson, Daniel B, Foster, Dean P
openaire   +2 more sources

A Class of Nonlinear Arch Models

International Economic Review, 1992
Summary: A class of nonlinear ARCH models is suggested. The proposed class encompasses several functional forms of ARCH which have been put forth in the literature. A Lagrange multiplier test is developed to test \textit{R. F. Engle's} ARCH specification [Econometrica 50, 987-1007 (1982; Zbl 0491.62099)] against a wider class of models.
Higgins, Matthew L, Bera, Anil K
openaire   +1 more source

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