Pages that link to "Item:Q1872440"
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The following pages link to The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440):
Displaying 7 items.
- 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)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- Count-valued time series models for COVID-19 daily death dynamics (Q6541782) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
