scientific article; zbMATH DE number 1419978
From MaRDI portal
Publication:4944578
zbMath0954.60054MaRDI QIDQ4944578
Daren B. H. Cline, Huay-min H. Pu
Publication date: 5 February 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)
Related Items (10)
Stability of nonlinear AR(1) time series with delay ⋮ LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE ⋮ Stochastic properties of nonlinear locally-nonstationary filters ⋮ On moving-average models with feedback ⋮ A note on the geometric ergodicity of a nonlinear AR-ARCH model ⋮ Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors ⋮ Stability and the Lyapounov exponent of threshold AR-ARCH models ⋮ Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models ⋮ A test for second-order stationarity of a time series based on the discrete Fourier transform ⋮ On geometric ergodicity of the MTAR process
This page was built for publication:
