The following pages link to (Q3094073):
Displaying 23 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Shrinkage estimation strategy in quasi-likelihood models (Q2231025) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)
- A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
