Pages that link to "Item:Q2574642"
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The following pages link to Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642):
Displayed 3 items.
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)