Pages that link to "Item:Q4677042"
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The following pages link to Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042):
Displaying 17 items.
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Parameter estimation of time varying mixed AR model (Q2726060) (← links)
- Large sample properties of parameter estimates for periodic ARMA models (Q2784953) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Large-sample estimation of the AR parameters of an ARMA model (Q3684010) (← links)
- Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
