The following pages link to (Q4391131):
Displaying 22 items.
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← links)
- Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (Q1934845) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (Q2573987) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
