Pages that link to "Item:Q4408540"
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The following pages link to A new theorem on the existence of invariant distributions with applications to ARCH processes (Q4408540):
Displaying 7 items.
- A new hyperbolic GARCH model (Q888335) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Subadditive ergodic theorem for double sequences (Q2224960) (← links)
- On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Ergodic decompositions associated with regular Markov operators on Polish spaces (Q3002603) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
