Browsing All of EconStor by Author Wintenberger, Olivier
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2015 | A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model" | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
2016 | Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
2022 | Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model | Mentemeier, Sebastian; Wintenberger, Olivier |