Pages that link to "Item:Q5933608"

The following pages link to \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608):

Displaying 23 items.

• Graphical modelling of multivariate time series (Q438963) (← links)
• Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← 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)
• On a vector double autoregressive model (Q1687197) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Ergodicity of a class of nonlinear time series models in random environment domain (Q2267287) (← links)
• Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
• Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION (Q2890707) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (Q3104338) (← links)
• ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
• Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) (← links)
• Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
• ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)