Pages that link to "Item:Q3776446"

The following pages link to Conditional Heteroscedastic Time Series Models (Q3776446):

Displaying 27 items.

• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
• On some probabilistic properties of double periodic AR models (Q1003807) (← links)
• A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
• The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770) (← links)
• Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• The least-squares criteria of the random coefficient dynamic regression model (Q2320764) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• (Q2974530) (← links)
• Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
• (Q3143804) (← links)
• Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
• A Note on Non‐Negative Arma Processes (Q5430503) (← links)