Pages that link to "Item:Q1613623"

The following pages link to The sample ACF of a simple bilinear process (Q1613623):

Displaying 15 items.

• The extremogram: a correlogram for extreme events (Q605880) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• The rate of consistency of the quasi-maximum likelihood estimator. (Q1424476) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• Strong approximation of the empirical process of GARCH sequences (Q1872456) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
• Interval estimation for a simple bilinear model (Q2435727) (← links)
• On the non-negative first-order exponential bilinear time series model (Q2493856) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
• On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
• A special integer-valued bilinear time series model with applications (Q5870941) (← links)