Multivariate arma models with generalized autoregressive linear innovation (Q4949463): Difference between revisions

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+Christian Francq
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+MaRDI publication profile
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+https://doi.org/10.1080/07362990008809666
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+W2074646530
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Stationarity of GARCH processes and of some nonnegative time series
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+Strict stationarity of generalized autoregressive processes
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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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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q4158357
@@ Property / cites work: Q4158357 / rank @@
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+Subadditive ergodic theory
@@ Property / cites work: Subadditive ergodic theory / rank @@
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+ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
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+On the general bilinear time series model
@@ Property / cites work: On the general bilinear time series model / rank @@
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+Q4039873
@@ Property / cites work: Q4039873 / rank @@
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+Random coefficient autoregressive models: an introduction
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+Non-linear time series models for non-linear random vibrations
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+Q4692920
@@ Property / cites work: Q4692920 / rank @@
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+MULTIPLE BILINEAR TIME SERIES MODELS
@@ Property / cites work: MULTIPLE BILINEAR TIME SERIES MODELS / rank @@
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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+Q5771090
@@ Property / cites work: Q5771090 / rank @@
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