Pages that link to "Item:Q3590747"
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The following pages link to Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747):
Displaying 8 items.
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- Robustness of iterated function systems of Lipschitz maps (Q6171942) (← links)
