Pages that link to "Item:Q4467509"
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The following pages link to Random coefficient autoregression, regime switching and long memory (Q4467509):
Displaying 26 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Mellin's transform and application to some time series models (Q469991) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- RCA models with correlated errors (Q2371063) (← links)
- Discrete-time trawl processes (Q2419973) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)