Pages that link to "Item:Q4511650"
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The following pages link to β-mixing and moment properties of RCA models with application to GARCH(p,q) (Q4511650):
Displayed 7 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)