Pages that link to "Item:Q3552833"

The following pages link to Stability of nonlinear AR-GARCH models (Q3552833):

Displaying 20 items.

• Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
• Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
• Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• A local unit root test in mean for financial time series (Q5222373) (← links)
• Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)