RCA models with GARCH innovations (Q1027477): Difference between revisions

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+A nonlinear time series model and estimation of missing observations
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+Random coefficient autoregressive models: an introduction
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+Random coefficient GARCH models
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+Strong approximation for RCA(1) time series with applications
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+Random coefficient autoregression, regime switching and long memory
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+Q5425800
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+Q5708642
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+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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