The following pages link to Near-integrated GARCH sequences (Q1774201):
Displaying 7 items.
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
