Pages that link to "Item:Q1613001"
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The following pages link to A note on a simple Markov bilinear stochastic process (Q1613001):
Displaying 8 items.
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Robustness of iterated function systems of Lipschitz maps (Q6171942) (← links)
