Pages that link to "Item:Q290958"
From MaRDI portal
The following pages link to A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958):
Displaying 7 items.
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)
