Pages that link to "Item:Q1413685"
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The following pages link to Asymptotic results for long memory LARCH sequences (Q1413685):
Displaying 13 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
