Pages that link to "Item:Q2000866"
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The following pages link to Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866):
Displaying 6 items.
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
