Pages that link to "Item:Q452996"
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The following pages link to Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996):
Displaying 3 items.
- Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
- Optimal alarm systems for FIAPARCH processes (Q2925445) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)