Pages that link to "Item:Q3557547"
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The following pages link to AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547):
Displaying 8 items.
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)