An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046): Difference between revisions

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+Semiparametric inference in a GARCH-in-mean model
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+Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
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+Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
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+Estimation and Testing Stationarity for Double-Autoregressive Models
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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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