Pages that link to "Item:Q3690041"

The following pages link to RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041):

Displaying 45 items.

• Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• RCA models with correlated errors (Q2371063) (← links)
• Functional coefficient autoregressive conditional root model (Q2391922) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
• Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
• Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(<i>p</i>,<i>q</i>) Model (Q3007852) (← links)
• Autoregressive processes with data-driven regime switching (Q3077661) (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
• (Q3098519) (← links)
• (Q3140357) (← links)
• A Non-Gaussian Model for Time Series with Pulses (Q3165722) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
• ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
• Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291) (← links)
• Duration time-series models with proportional hazard (Q3608189) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← links)
• Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466) (← links)
• Asymptotic behaviors of randomly perturbed dynamical systems (Q4705836) (← links)
• Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)
• Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• Correction to: <i>Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments</i> by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985) (Q5135329) (← links)
• Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
• Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms (Q5276180) (← links)
• Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
• Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
• A new bivariate autoregressive model driven by logistic regression (Q6060866) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (Q6171301) (← links)
• A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
• On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)