The following pages link to RCA models with correlated errors (Q2371063):
Displaying 6 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Mellin's transform and application to some time series models (Q469991) (← links)
- On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combined estimating function for random coefficient models with correlated errors (Q2807745) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
