Pages that link to "Item:Q2886965"
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The following pages link to ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS (Q2886965):
Displaying 12 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Method of moments estimation of GO-GARCH models (Q737949) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
- Global linear convergence of evolution strategies with recombination on scaling-invariant functions (Q6102180) (← links)
