Pages that link to "Item:Q3666094"
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The following pages link to A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS (Q3666094):
Displaying 11 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
- What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692) (← links)
- Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model (Q2979975) (← links)
- Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
