The following pages link to (Q5177455):
Displaying 15 items.
- Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- On the Application of Algorithmic Probability to Autoregressive Models (Q2868426) (← links)
- Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations (Q2888192) (← links)
- (Q3140357) (← links)
- (Q3197163) (← links)
- Estimation in Random Coefficient Autoregressive Models (Q3440741) (← links)
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041) (← links)
- (Q3723442) (← links)
- (Q4033357) (← links)
- (Q4351997) (← links)
- A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (Q4391408) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
