Mixing properties of ARCH and time-varying ARCH processes (Q637105): Difference between revisions

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+MaRDI publication profile
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+.2053
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+Mixing properties of harris chains and autoregressive processes
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+Regular variation of GARCH processes.
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+Asymptotic results for the empirical process of stationary sequences
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Stationarity of GARCH processes and of some nonnegative time series
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+Q5293980
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Strong mixing properties of linear stochastic processes
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+Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
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+Statistical inference for time-varying ARCH processes
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+Stochastic Limit Theory
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
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+Normalized least-squares estimation in time-varying ARCH models
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Q3400722
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+WHITTLE ESTIMATION OF ARCH MODELS
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+On the Strong Mixing Property for Linear Sequences
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+Q3911791
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+REGRESSION, AUTOREGRESSION MODELS
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+Augmented GARCH sequences: Dependence structure and asymptotics
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+Some Limit Theorems for Stationary Processes
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+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
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+Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
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+ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
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+Markov chains and stochastic stability
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+Q4407617
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+Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+Some mixing properties of time series models
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Q3580934
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+Non-linear time series and Markov chains
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+Some Limit Theorems for Random Functions. I
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