Pages that link to "Item:Q1929116"
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The following pages link to Nonlinear autoregressive models and long memory (Q1929116):
Displaying 12 items.
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- The autocorrelation function behavior of regime switching models: an empirical approach (Q392531) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Memory and infrequent breaks (Q1589599) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Long Memory in Nonlinear Processes (Q3416892) (← links)
- (Q3551878) (← links)
- (Q3646695) (← links)
- (Q5688319) (← links)