Pages that link to "Item:Q1012233"
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The following pages link to Periodic stationarity of random coefficient periodic autoregressions (Q1012233):
Displaying 15 items.
- On general periodic time-varying bilinear processes (Q429167) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Stability analysis of the first-order periodic autoregressive diagonal bilinear model (Q742066) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- On stationarity of the periodic AGARCH processes (Q2260446) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Periodic autoregression with exogenous variables and periodic variances (Q3474000) (← links)
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)