The following pages link to (Q5434016):
Displaying 36 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- On a vector double autoregressive model (Q1687197) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
- Linear double autoregression (Q1792485) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← 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)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
