The following pages link to (Q4225475):
Displaying 30 items.
- On moving-average models with feedback (Q418252) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Ergodicity of a class of nonlinear time series models in random environment domain (Q2267287) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
- Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
