Pages that link to "Item:Q1766035"
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The following pages link to ARCH-type bilinear models with double long memory. (Q1766035):
Displayed 7 items.
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
- Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)