Pages that link to "Item:Q1079909"
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The following pages link to Estimation in nonlinear time series models (Q1079909):
Displaying 8 items.
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
- Exploring novel approaches for estimating fractional stochastic processes through practical applications (Q6569190) (← links)
- A general asymptotic theory for time-series models (Q6573259) (← links)
