Pages that link to "Item:Q1249919"

The following pages link to On the invertibility of time series models (Q1249919):

Displaying 44 items.

• Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
• A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
• Current developments in time series modelling (Q1117656) (← links)
• Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
• A note on bilinear time series models (Q1162336) (← links)
• Stationarity and invertibility of simple bilinear models (Q1164360) (← links)
• Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
• Verifying irreducibility and continuity of a nonlinear time series (Q1305269) (← links)
• Optimal transformations and the spectral envelope for real-valued time series (Q1361640) (← links)
• Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
• Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
• Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
• Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• A note on spurious nonlinear regression (Q1934885) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Maximum likelihood estimation for score-driven models (Q2116342) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• On the non-negative first-order exponential bilinear time series model (Q2493856) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
• (Q2971502) (← links)
• Improvements in the formulation and solution approach for stochastic optimizing control of steady state industrial processes (Q3199306) (← links)
• Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
• Recursive maximum likelihood identification of a non-linear output-affine model (Q3807999) (← links)
• Some remarks on bilinear time series models (Q4203658) (← links)
• Invertibility of non-linear time series models (Q4337095) (← links)
• Identification of stable elementary bilinear time-series model (Q4971691) (← links)
• Hierarchical integrated identification and optimization approach for on-line stochastic optimizing control of large-scale steady-state industrial processes (Q5202617) (← links)
• ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837) (← links)
• (Q5389854) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)