Pages that link to "Item:Q2467376"
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The following pages link to Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376):
Displaying 10 items.
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors (Q1933708) (← links)
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
- Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (Q4556516) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
