The following pages link to (Q4839358):
Displaying 29 items.
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Verifying irreducibility and continuity of a nonlinear time series (Q1305269) (← links)
- The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724) (← links)
- A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
- Geometric ergodicity of a general ARCH type model (Q1369769) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity (Q1806159) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← 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)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
- Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
