Pages that link to "Item:Q3715984"
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The following pages link to The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients (Q3715984):
Displaying 50 items.
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- A multiplicative version of the Lindley recursion (Q2052794) (← links)
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Fractal attractors and singular invariant measures in two-sector growth models with random factor shares (Q2205808) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Non-standard limits for a family of autoregressive stochastic sequences (Q2239265) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
- Bequests, estate taxes, and wealth distributions (Q2323586) (← links)
- A Becker-Tomes model with investment risk (Q2323620) (← links)
- Heavy-tails in Kalman filtering with packet losses (Q2335453) (← links)
- Time-varying rational expectations models (Q2338524) (← links)
- Covariance operator estimation of a functional autoregressive process with random coefficients (Q2444367) (← links)
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions (Q2448719) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
- Expected waiting time in symmetric polling systems with correlated walking times (Q2454688) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- On non-ergodic asset prices (Q2464015) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (Q2573987) (← links)
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
- Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
- A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
- Threshold Vector Arma Models (Q2792294) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Implicit Renewal Theory and Power Tails on Trees (Q2898918) (← links)
- Exchangeability and Infinite Divisibility (Q2956049) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
- (Q3098519) (← links)
- Random Series with Time-Varying Discounting (Q3098924) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
