Pages that link to "Item:Q4527902"
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The following pages link to Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902):
Displaying 12 items.
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522) (← links)
- Empirical likelihood-based subset selection for partially linear autoregressive models (Q2439254) (← links)
- Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858) (← links)
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
