The following pages link to (Q4351997):
Displaying 4 items.
- Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)