Pages that link to "Item:Q1359724"
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The following pages link to The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724):
Displayed 13 items.
- A test of conditional heteroscedasticity in time series (Q1283077) (← links)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
- Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)