Pages that link to "Item:Q1368891"
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The following pages link to On a threshold autoregression with conditional heteroscedastic variances (Q1368891):
Displaying 22 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← 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)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- On Some Models for Value-At-Risk (Q3063860) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
- Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
