Pages that link to "Item:Q5095291"
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The following pages link to Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291):
Displaying 4 items.
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
