Pages that link to "Item:Q886112"
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The following pages link to Regular variation of order 1 nonlinear AR-ARCH models (Q886112):
Displaying 9 items.
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (Q5128578) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Robustness of iterated function systems of Lipschitz maps (Q6171942) (← links)
