Pages that link to "Item:Q3776446"

The following pages link to Conditional Heteroscedastic Time Series Models (Q3776446):

Displaying 50 items.

• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
• Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
• On some probabilistic properties of double periodic AR models (Q1003807) (← links)
• A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
• Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
• Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
• The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770) (← links)
• Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• The least-squares criteria of the random coefficient dynamic regression model (Q2320764) (← links)
• A new conditionally heteroscedastic model for asset returns time series (Q2918309) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• (Q2974530) (← links)
• Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
• (Q3143804) (← links)
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
• The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
• Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
• Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States (Q4304478) (← links)
• Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
• Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999) (← links)
• Stationarity and invertibility of a dynamic correlation matrix (Q4568273) (← links)
• Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
• ARCH tests and quantile regressions (Q4826350) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
• (Q5039911) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
• Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• A Note on Non‐Negative Arma Processes (Q5430503) (← links)
• (Q5487072) (← links)
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (Q5862502) (← links)
• LAD estimation with random coefficient autocorrelated errors. (Q5941338) (← links)
• Estimation in nonlinear random fields models of autoregressive type with random parameters (Q6082456) (← links)