Pages that link to "Item:Q4540808"
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The following pages link to Theory & Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors (Q4540808):
Displaying 6 items.
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- A Class of Nonlinear Arch Models (Q3988473) (← links)
- Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← links)