Pages that link to "Item:Q2479675"
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The following pages link to On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations (Q2479675):
Displaying 7 items.
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
- Stationarity of GARCH processes and of some nonnegative time series (Q1185109) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Theory & Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors (Q4540808) (← links)
- Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422) (← links)