Pages that link to "Item:Q3552833"
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The following pages link to Stability of nonlinear AR-GARCH models (Q3552833):
Displaying 26 items.
- Stability results for nonlinear error correction models (Q262797) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Stability of dynamic models obtained by ARMAX lattice predictor (Q3476738) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models (Q4540758) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
