Pages that link to "Item:Q3690041"

The following pages link to RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041):

Displaying 50 items.

• Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
• Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
• On parameter estimation of partly observed bilinear discrete-time stochastic systems (Q427490) (← links)
• Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
• On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
• On convergence of kernel estimators of density with variable window width by dependent observations (Q927548) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• Stability of block-triangular stationary random matrices (Q932116) (← links)
• Recent developments in volatility modeling and applications (Q955468) (← links)
• Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• Successive identification of the random-parameter linear dynamic system (Q1003010) (← links)
• Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
• Branching Markov processes and related asymptotics (Q1012533) (← links)
• Distribution of recirculating lymphocytes: A stochastic model foundation (Q1112751) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274) (← links)
• Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach (Q1323532) (← links)
• Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
• Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
• The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724) (← links)
• Limit theorems for some doubly stochastic processes (Q1359788) (← links)
• On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
• The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Bayesian approach to estimation of ordered uniform scale parameters (Q1567515) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
• Regular variation of GARCH processes. (Q1766073) (← links)
• Linear double autoregression (Q1792485) (← links)
• The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
• The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826) (← links)
• Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
• The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
• The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
• Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Real time estimation of stochastic volatility processes (Q1931658) (← links)
• Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)