Pages that link to "Item:Q734550"
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The following pages link to On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550):
Displaying 18 items.
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- On stationarity of the periodic AGARCH processes (Q2260446) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- یک مدل جدید برای فرآیندهای همبسته دوره ایی با پراکندگی متغیر شرطی (Q4622665) (← links)
- Asymptotic inference for periodic ARCH processes (Q4923222) (← links)
- Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- On the stationarity and existence of moments of the periodic EGARCH process (Q6085032) (← links)
- QMLE for periodic absolute value GARCH models (Q6123179) (← links)
