Pages that link to "Item:Q2437865"
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The following pages link to Factor double autoregressive models with application to simultaneous causality testing (Q2437865):
Displayed 6 items.
- On a vector double autoregressive model (Q1687197) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)