Pages that link to "Item:Q3631495"
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The following pages link to Asymptotic inference for a nonstationary double AR(1) model (Q3631495):
Displaying 25 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- On a vector double autoregressive model (Q1687197) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Linear double autoregression (Q1792485) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- (Q5434016) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
