Pages that link to "Item:Q4644989"
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The following pages link to On the Finite Dimensional Laws of Threshold GARCH Processes (Q4644989):
Displaying 3 items.
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)