Pages that link to "Item:Q4665831"

The following pages link to Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831):

Displaying 40 items.

• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
• Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Risk-parameter estimation in volatility models (Q473360) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
• Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
• Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
• Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
• On a vector double autoregressive model (Q1687197) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• Linear double autoregression (Q1792485) (← links)
• The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
• UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
• A functional coefficient GARCH-M model (Q2816837) (← links)
• An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
• Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
• On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
• Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
• A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
• Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)