Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367): Difference between revisions

@@ Property / OpenAlex ID @@
+W3043298365
@@ Property / OpenAlex ID: W3043298365 / rank @@
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
+Normal rank
@@ Property / cites work @@
+The General Equivalence of Granger and Sims Causality
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Autoregressive Models
@@ Property / cites work: Functional-Coefficient Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Stability and the Lyapounov exponent of threshold AR-ARCH models
+Normal rank
@@ Property / cites work @@
+The ergodic theory of Markov chains in random environments
+Normal rank
@@ Property / cites work @@
+Theory and inference for a class of nonlinear models with application to time series of counts
+Normal rank
@@ Property / cites work @@
+DYNAMIC TIME SERIES BINARY CHOICE
@@ Property / cites work: DYNAMIC TIME SERIES BINARY CHOICE / rank @@
+Normal rank
@@ Property / cites work @@
+ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS
+Normal rank
@@ Property / cites work @@
+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+Q2871232
@@ Property / cites work: Q2871232 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic models for time series
@@ Property / cites work: Stochastic models for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Absolute regularity of semi-contractive GARCH-type processes
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Log-linear Poisson autoregression
@@ Property / cites work: Log-linear Poisson autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+On categorical time series models with covariates
@@ Property / cites work: On categorical time series models with covariates / rank @@
+Normal rank
@@ Property / cites work @@
+QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
+Normal rank
@@ Property / cites work @@
+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Perron-Frobenius theorem, large deviations, and random perturbations in random environments
+Normal rank
@@ Property / cites work @@
+(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models
+Normal rank
@@ Property / cites work @@
+ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
+Normal rank
@@ Property / cites work @@
+The Econometric Modelling of Financial Time Series
+Normal rank
@@ Property / cites work @@
+On binary and categorical time series models with feedback
+Normal rank
@@ Property / cites work @@
+Absolute regularity and ergodicity of Poisson count processes
+Normal rank
@@ Property / cites work @@
+Markov chains with stochastically stationary transition probabilities
+Normal rank
@@ Property / cites work @@
+Nonstationary Binary Choice
@@ Property / cites work: Nonstationary Binary Choice / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING GARCH-X TYPE MODELS
@@ Property / cites work: TESTING GARCH-X TYPE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Stationarity and geometric ergodicity of a class of nonlinear ARCH models
+Normal rank
@@ Property / cites work @@
+Markov chains in random environments and random iterated function systems
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Coupling and perturbation techniques for categorical time series
+Normal rank
@@ Property / cites work @@
+Testing and Modeling Threshold Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Excited Threshold Poisson Autoregression
@@ Property / cites work: Self-Excited Threshold Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+On stability of nonlinear AR processes with Markov switching
+Normal rank
@@ Property / cites work @@
+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6180367