ARIMA-GARCH parameter estimation
26550
ARMA/GARCH estimation in sequence
30561
The conditional normal distribution
4134
Maximum Likelihood Estimate with different parameters
115747
How can I calculate the R-squared of a regression with arima errors using R?
103857
Estimate ARMA coefficients through ACF and PACF inspection
114443
martingale and stochastic Integral
7518
VAR or VECM for a mix of stationary and nonstationary variables
81878
Lag length selection in ARCH-LM test
84675
How to interpret ARIMA(0,1,0)?
48837
Prediction based on bayesian model
82413
forecast using arima models
7207
Statistics: sequences of independent and identically distributed random variables
7442
completing the square for Gaussian multivariate estimation
32942
Skipping lags in autoregressive modeling?
44945
ACF and PACF for a unit root process
7605
UMVU estimator for non-linear transformation of a parameter
100665
Is it unusual for the MEAN to outperform ARIMA?