Pages that link to "Item:Q4979320"

The following pages link to TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320):

Displaying 5 items.

• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
• Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)