Pages that link to "Item:Q1305274"

The following pages link to Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274):

Displaying 8 items.

• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) (← links)
• The zero-crossing rate of pth-order autoregressive processes (Q4351576) (← links)
• Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422) (← links)
• Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
• Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)