Pages that link to "Item:Q4416017"
From MaRDI portal
The following pages link to Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017):
Displaying 3 items.
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
