Pages that link to "Item:Q1766035"

The following pages link to ARCH-type bilinear models with double long memory. (Q1766035):

Displaying 29 items.

• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
• Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154) (← links)
• On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\) (Q424766) (← links)
• Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
• A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
• An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• Weak dependence, models and some applications (Q745335) (← links)
• Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
• A new hyperbolic GARCH model (Q888335) (← links)
• Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
• Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
• Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
• The increment ratio statistic (Q2476149) (← links)
• On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
• STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
• ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
• Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
• Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
• Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)