Pages that link to "Item:Q2936569"
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The following pages link to NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569):
Displayed 10 items.
- On a vector double autoregressive model (Q1687197) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)