Pages that link to "Item:Q4807279"
From MaRDI portal
The following pages link to ON STATIONARITY IN THE ARCH(∞) MODEL (Q4807279):
Displaying 14 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
- On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
- STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
