Pages that link to "Item:Q1573120"
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The following pages link to On geometric ergodicity of the MTAR process (Q1573120):
Displaying 6 items.
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)
