Pages that link to "Item:Q1611570"

The following pages link to Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors (Q1611570):

Displaying 18 items.

• Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• High-level dependence in time series models (Q650680) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
• A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
• Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830) (← links)
• Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
• ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (Q3690919) (← links)
• (Q4725566) (← links)
• TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320) (← links)
• Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Sample path properties of an explosive double autoregressive model (Q5862481) (← links)