The following pages link to (Q4391131):
Displayed 13 items.
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← links)
- Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (Q1934845) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (Q2573987) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)