Pages that link to "Item:Q1613588"

The following pages link to Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588):

Displaying 17 items.

• Clustering of Markov chain exceedances (Q373538) (← links)
• The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767) (← links)
• High-level dependence in time series models (Q650680) (← links)
• Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
• Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
• Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
• Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
• TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
• Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
• Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)