Pages that link to "Item:Q4665831"
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The following pages link to Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831):
Displaying 11 items.
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
- A general asymptotic theory for time-series models (Q6573259) (← links)
- On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
- Non-crossing quantile double-autoregression for the analysis of streaming time series data (Q6641043) (← links)
