Pages that link to "Item:Q1203653"
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The following pages link to Strict stationarity of generalized autoregressive processes (Q1203653):
Displaying 50 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- Efficient likelihood estimation in state space models (Q449965) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- Minimum density power divergence estimator for GARCH models (Q619106) (← links)
- High-level dependence in time series models (Q650680) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Performance fees and hedge fund return dynamics (Q897751) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Stability of block-triangular stationary random matrices (Q932116) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- The rate of consistency of the quasi-maximum likelihood estimator. (Q1424476) (← links)
- Speed of stochastic locally contractive systems. (Q1433891) (← links)
- Robustness of binary choice models to conditional heteroscedasticity (Q1672770) (← links)
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
