Pages that link to "Item:Q1769418"

The following pages link to Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418):

Displaying 23 items.

• On moving-average models with feedback (Q418252) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
• Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
• Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014) (← links)
• A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
• On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
• Asymmetric linear double autoregression (Q5095288) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
• Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
• Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)