SOME DOUBLY STOCHASTIC TIME SERIES MODELS
DOI10.1111/J.1467-9892.1986.TB00485.XzbMATH Open0588.62169OpenAlexW2062284484MaRDI QIDQ3716152FDOQ3716152
Authors: Dag Tjøstheim 
Publication date: 1986
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00485.x
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Cites Work
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Cited In (35)
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
- Time series modeling on dynamic networks
- Renewal regime switching and stable limit laws
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Generalized Fokker-Planck equation for superstatistical systems
- Stochastic models for time series
- Modelling and analysis of non-linear time series
- Doubly stochastic models with asymmetric GARCH errors
- Title not available (Why is that?)
- A hierarchical Bayes ensemble Kalman filter
- An introduction to stochastic unit-root processes
- Doubly stochastic models with threshold GARCH innovations
- Unistochastic matrices and related problems
- A model for variables with suddenly changing parameters
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
- Doubly stochastic models with GARCH innovations
- Covariance operator estimation of a functional autoregressive process with random coefficients
- GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
- Sequential detection of switches in models with changing structures
- Pitfalls in testing for long run relationships
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- Joint estimation using quadratic estimating function
- Stationarity of multivariate Markov-switching ARMA models
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
- Limit theorems for some doubly stochastic processes
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- Bayesian hidden Markov models for dependent large-scale multiple testing
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- Exact predictors for a generalized ar(1) process with an ar(1) parameter
- Nonparametric regression for nonstationary processes
- Random coefficient autoregression, regime switching and long memory
- On nonlinear models for time series
- A higher-order random-parameter process for modeling and porecasting time series
- Model-free forecasting for nonlinear time series (with application to exchange rates)
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