Pages that link to "Item:Q2804016"

The following pages link to On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016):

Displaying 10 items.

• QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
• Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes (Q2269670) (← links)
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
• On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
• On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
• Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
• Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
• A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
• Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
• On the Markov-switching autoregressive stochastic volatility processes (Q6642745) (← links)