RCA models with GARCH innovations (Q1027477): Difference between revisions

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+https://doi.org/10.1016/j.aml.2008.02.015
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+W1973809332
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@@ Property / cites work @@
+A nonlinear time series model and estimation of missing observations
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+Random coefficient autoregressive models: an introduction
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+Generalized autoregressive conditional heteroscedasticity
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+Random coefficient GARCH models
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+Strong approximation for RCA(1) time series with applications
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+Random coefficient autoregression, regime switching and long memory
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+Q5425800
@@ Property / cites work: Q5425800 / rank @@
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+Q5708642
@@ Property / cites work: Q5708642 / rank @@
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@@ Property / cites work @@
+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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@@ links / mardi / name / links / mardi / name @@
+Publication:1027477