Pages that link to "Item:Q2295807"
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The following pages link to Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807):
Displaying 9 items.
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← 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)
