Pages that link to "Item:Q4944541"

The following pages link to On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model (Q4944541):

Displaying 35 items.

• On moving-average models with feedback (Q418252) (← links)
• Local unit roots and global stationarity of TARMA models (Q430852) (← links)
• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Factor-driven two-regime regression (Q820823) (← 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)
• Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
• On some probabilistic properties of double periodic AR models (Q1003807) (← links)
• Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
• Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
• On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
• Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (Q1934845) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
• Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (Q2513593) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
• Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
• Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
• Statistical Properties of Threshold Models (Q3396353) (← links)
• Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
• A note on moving‐average models with feedback (Q5397962) (← links)
• Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors (Q5757824) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)