Pages that link to "Item:Q2567232"
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The following pages link to The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232):
Displayed 15 items.
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (Q2886955) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← 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)
- Testing for two states in a hidden Markov model (Q3626374) (← links)
- Asymptotic inference for periodic ARCH processes (Q4923222) (← links)
- A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
- INTEGRATED MARKOV-SWITCHING GARCH PROCESS (Q5411517) (← links)