Markov-switching BILINEAR − GARCH models: Structure and estimation (Q4638707): Difference between revisions

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+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
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+On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing
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+Generalized autoregressive conditional heteroscedasticity
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+Strict stationarity of generalized autoregressive processes
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+Weak VARMA representations of regime-switching state-space models
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+Asymmetric GARCH processes featuring both threshold effect and bilinear structure
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+BL-GARCH models with elliptical distributed innovations
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+The \(L^2\)-structures of standard and switching-regime GARCH models
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+Stationarity of multivariate Markov-switching ARMA models
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+Autoregressive conditional heteroskedasticity and changes in regime
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+On a measure of lack of fit in time series models
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+BL-GARCH models and asymmetries in volatility
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+Likelihood inference in BL-GARCH models
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+Autocovariance Structure of Markov Regime Switching Models and Model Selection
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Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707): Difference between revisions

Latest revision as of 13:40, 15 July 2024

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Mathematics(1 entry)