The following pages link to RCA models with GARCH innovations (Q1027477):
Displayed 6 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Mellin's transform and application to some time series models (Q469991) (← links)
- Model order determination using the Hankel matrix of impulse responses (Q628297) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- On some properties of autoregressive conditional Poisson (ACP) models (Q1046300) (← links)
- Inference for random coefficient volatility models (Q2231011) (← links)