Pages that link to "Item:Q3077644"
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The following pages link to On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644):
Displaying 14 items.
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Identification of stable elementary bilinear time-series model (Q4971691) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
