Pages that link to "Item:Q962013"
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The following pages link to On the structure of generalized threshold ARCH processes (Q962013):
Displaying 5 items.
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Fourth-order moments of augmented arch processes (Q4226842) (← links)