Pages that link to "Item:Q4540808"

The following pages link to Theory &amp; Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors (Q4540808):

Displaying 3 items.

• A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) (← links)
• Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)