The following pages link to (Q5357865):
Displaying 7 items.
- Stable mixture GARCH models (Q528154) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)