Pages that link to "Item:Q3505317"
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The following pages link to Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317):
Displaying 6 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
