Pages that link to "Item:Q1858909"
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The following pages link to Stationarity of stable power-GARCH processes. (Q1858909):
Displaying 5 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
