Doubly stochastic models with GARCH innovations (Q654181): Difference between revisions

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+https://doi.org/10.1016/j.aml.2011.04.020
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+W1975567177
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@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+RCA models with GARCH innovations
@@ Property / cites work: RCA models with GARCH innovations / rank @@
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@@ Property / cites work @@
+A nonlinear time series model and estimation of missing observations
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+Random coefficient autoregression, regime switching and long memory
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