Pages that link to "Item:Q1299538"
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The following pages link to Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538):
Displaying 12 items.
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134) (← links)
- On the structure of generalized threshold ARCH processes (Q962013) (← links)
- A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- A Decision Procedure for Bilinear Time Series Based on the Asymptotic Separation (Q4943294) (← links)
- On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model (Q4944541) (← links)
- On conditionally heteroscedastic AR models with thresholds (Q5413275) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
