Pages that link to "Item:Q3339888"

The following pages link to A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME (Q3339888):

Displaying 22 items.

• Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
• Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
• Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
• A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• ARCH-type bilinear models with double long memory. (Q1766035) (← links)
• Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• The univariate distribution function for a particular bilinear model (Q2498239) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
• Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)