Pages that link to "Item:Q1611570"
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The following pages link to Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors (Q1611570):
Displayed 12 items.
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320) (← links)
- Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)