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

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