Pages that link to "Item:Q4742195"

The following pages link to TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS (Q4742195):

Displaying 24 items.

• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Stationarity of econometric learning with bounded memory and a predicted state variable (Q500550) (← links)
• Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
• On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
• Random coefficient GARCH models (Q814261) (← links)
• Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
• On some probabilistic properties of double periodic AR models (Q1003807) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• Branching Markov processes and related asymptotics (Q1012533) (← links)
• Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
• Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
• Estimation of multivariate non-linear time series models (Q1193965) (← links)
• The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
• Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
• Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
• The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
• Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Properties of a new family of volatility sign models (Q2458502) (← links)
• A Beta-Gamma autoregressive process of the second-order (BGAR(2)) (Q2485552) (← links)
• Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)