Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362): Difference between revisions

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+GARCH processes: structure and estimation
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+Martingale Central Limit Theorems
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Inference in TAR Models
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
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+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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+Q4230740
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+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
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+Estimation and Testing Stationarity for Double-Autoregressive Models
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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL
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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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+Stability of nonlinear AR-GARCH models
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Non-linear time series and Markov chains
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+ARMA MODELS WITH ARCH ERRORS
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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