Pages that link to "Item:Q1170857"

The following pages link to Random coefficient autoregressive models: an introduction (Q1170857):

Displaying 50 items.

• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
• Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
• Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
• Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
• The least-squares criteria of the random coefficient dynamic regression model (Q2320764) (← links)
• Parameter estimation for \(p\)-order random coefficient autoregressive (RCA) models based on Kalman filter (Q2337033) (← links)
• Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
• Bayesian spatio-temporal random coefficient time series (BaST-RCTS) model of infectious disease (Q2343727) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• RCA models with correlated errors (Q2371063) (← links)
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) (← 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)
• Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
• Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
• Random coefficient volatility models (Q2483427) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
• Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
• Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
• Forecasting volatility (Q2575551) (← links)
• Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
• Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
• Monitoring Changes in RCA Models (Q2833367) (← links)
• A Broad Class of Partially Specified Autoregressions on Multi-Casting Data (Q2903810) (← links)
• A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
• (Q2974530) (← links)
• Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(<i>p</i>,<i>q</i>) Model (Q3007852) (← links)
• Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
• (Q3098519) (← links)
• (Q3143804) (← links)
• (Q3353888) (← links)
• On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
• Estimation in Random Coefficient Autoregressive Models (Q3440741) (← links)
• Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
• ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
• Estimation of Parameters in the NLAR(p) Model (Q3552841) (← links)
• Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291) (← links)
• A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1)) (Q3631436) (← links)
• NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS (Q3716152) (← links)
• ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL (Q3727066) (← links)