The following pages link to (Q4944578):
Displayed 10 items.
- On moving-average models with feedback (Q418252) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- On geometric ergodicity of the MTAR process (Q1573120) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Stochastic properties of nonlinear locally-nonstationary filters (Q6108342) (← links)