The following pages link to (Q3094073):
Displaying 7 items.
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
