Pages that link to "Item:Q5467622"

The following pages link to Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622):

Displayed 36 items.

• Regularized estimation in sparse high-dimensional time series models (Q127754) ‎ (← links)
• Graphical modelling of multivariate time series (Q438963) ‎ (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) ‎ (← links)
• An axiomatic foundation of Cayley-Klein geometries (Q506923) ‎ (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) ‎ (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) ‎ (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) ‎ (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) ‎ (← links)
• A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) ‎ (← links)
• Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014) ‎ (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) ‎ (← links)
• An exponential inequality for U-statistics under mixing conditions (Q1745277) ‎ (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) ‎ (← links)
• A copula-based approximation to Markov chains (Q2115302) ‎ (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) ‎ (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) ‎ (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) ‎ (← links)
• Consistency of the maximum likelihood estimator for general hidden Markov models (Q2429938) ‎ (← links)
• Generalized Look-Ahead Methods for Computing Stationary Densities (Q2925342) ‎ (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) ‎ (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) ‎ (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) ‎ (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) ‎ (← links)
• STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) ‎ (← links)
• ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) ‎ (← links)
• Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051) ‎ (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) ‎ (← links)
• Subgeometric ergodicity and <i>β</i>-mixing (Q5152513) ‎ (← links)
• Non-ergodic martingale estimating functions and related asymptotics (Q5169781) ‎ (← links)
• A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) ‎ (← links)
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) ‎ (← links)
• Robust inference in conditionally heteroskedastic autoregressions (Q5860968) ‎ (← links)
• Stationarity and ergodicity of vector STAR models (Q5861004) ‎ (← links)
• Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) ‎ (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) ‎ (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) ‎ (← links)