Pages that link to "Item:Q3823028"
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The following pages link to STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028):
Displayed 11 items.
- New mixed time series models having approximated beta marginals (Q646124) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
- On an<i>Ar</i>(1) Time Series Model with Marginal Two Parameter Wright Inverse–Gamma Distribution (Q2903809) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536) (← links)
