The following pages link to (Q3813021):
Displaying 27 items.
- Stable adaptive control for a plant with randomly varying parameters (Q1200606) (← links)
- Limit theorems for some doubly stochastic processes (Q1359788) (← links)
- A strategic market game with secured lending (Q1367869) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- A strategic market game with active bankruptcy (Q1590380) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Drift conditions and invariant measures for Markov chains. (Q1879539) (← links)
- Value iteration in average cost Markov control processes on Borel spaces (Q1906804) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- On finite long run costs and rewards in infinite Markov chains (Q2453991) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (Q2573987) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- A sufficient condition for the existence of an invariant probability measure for Markov processes (Q3367757) (← links)
- Bounded truncation error for long-run averages in infinite Markov chains (Q3449919) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization (Q5346493) (← links)
- ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
- (Q5860429) (← links)
