Pages that link to "Item:Q5288010"

The following pages link to Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 (Q5288010):

Displaying 23 items.

• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• Asymptotic expansion for ISE of kernel density estimators under censored dependent model (Q840797) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Nonparametric vector autoregression (Q1299541) (← links)
• Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
• Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• On the estimation of \(\beta\)-ARCH models (Q1808683) (← links)
• The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
• Strong uniform consistency of kernel density estimators under a censored dependent model (Q2267608) (← links)
• Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data (Q2892627) (← links)
• A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
• Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data (Q3585315) (← links)
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis (Q4944128) (← links)
• Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
• Strong Approximation of Quantile Function for Strong Mixing and Censored Processes (Q5314577) (← links)
• On geometric ergodicity of CHARME models (Q5391310) (← links)
• Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models (Q5697593) (← links)
• The Dickman–Goncharov distribution (Q5853594) (← links)
• Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)