NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Estimation in nonstationary random coefficient autoregressive models
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+Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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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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+Asymptotic inference for a nonstationary double AR(1) model
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+Conditional Heteroscedastic Time Series Models
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+ARMA MODELS WITH ARCH ERRORS
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