The following pages link to Stationarity of Gtarch Processes (Q4331860):
Displaying 7 items.
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- On the structure of generalized threshold ARCH processes (Q962013) (← links)
- Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538) (← links)
- Stationarity of a family of GARCH processes (Q3653360) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- A Decision Procedure for Bilinear Time Series Based on the Asymptotic Separation (Q4943294) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
