2

INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL

Year:
2015
Language:
english
File:
PDF, 117 KB
english, 2015
4

Recent Theoretical Results for Time Series Models with GARCH Errors

Year:
2002
Language:
english
File:
PDF, 450 KB
english, 2002
6

A NOTE ON THE LSE OF THREE-REGIME TAR MODEL WITH AN INFINITE VARIANCE

Year:
2018
Language:
english
File:
PDF, 430 KB
english, 2018
9

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Year:
2003
Language:
english
File:
PDF, 228 KB
english, 2003
11

GOODNESS-OF-FIT TEST FOR NONLINEAR TIME SERIES MODELS

Year:
2017
Language:
english
File:
PDF, 371 KB
english, 2017
13

Comment

Year:
2014
Language:
english
File:
PDF, 101 KB
english, 2014
14

Model-based pricing for financial derivatives

Year:
2015
Language:
english
File:
PDF, 785 KB
english, 2015
15

Comment

Year:
2014
Language:
english
File:
PDF, 98 KB
english, 2014
20

Empirical Likelihood for Garch Models

Year:
2006
Language:
english
File:
PDF, 605 KB
english, 2006
22

Testing for change points in time series models and limiting theorems for NED sequences

Year:
2007
Language:
english
File:
PDF, 288 KB
english, 2007
23

Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models

Year:
2017
Language:
english
File:
PDF, 512 KB
english, 2017
24

ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS

Year:
2014
Language:
english
File:
PDF, 204 KB
english, 2014
27

Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models

Year:
2007
Language:
english
File:
PDF, 315 KB
english, 2007
30

Asymptotic Theory for a Vector ARMA-GARCH Model

Year:
2003
Language:
english
File:
PDF, 2.30 MB
english, 2003
31

Stationarity and the existence of moments of a family of GARCH processes

Year:
2002
Language:
english
File:
PDF, 90 KB
english, 2002
33

On moving-average models with feedback

Year:
2012
Language:
english
File:
PDF, 134 KB
english, 2012
34

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors

Year:
2003
Language:
english
File:
PDF, 2.77 MB
english, 2003
36

Residual Empirical Processes for Long and Short Memory Time Series

Year:
2008
Language:
english
File:
PDF, 1.11 MB
english, 2008
39

Residual empirical processes for long and short memory time series

Year:
2008
Language:
english
File:
PDF, 210 KB
english, 2008
40

ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS

Year:
2003
Language:
english
File:
PDF, 174 KB
english, 2003
44

Fitting an error distribution in some heteroscedastic time series models

Year:
2006
Language:
english
File:
PDF, 223 KB
english, 2006
45

On adaptive estimation in nonstationary ARMA Models with GARCH errors

Year:
2003
Language:
english
File:
PDF, 297 KB
english, 2003
46

Score based goodness-of-fit tests for time series

Year:
2011
Language:
english
File:
PDF, 224 KB
english, 2011
48

Correction: Residual empirical processes for long and short memory time series

Year:
2010
Language:
english
File:
PDF, 36 KB
english, 2010
50

Asymptotic Inference for a Nonstationary Double AR(1) Model

Year:
2008
Language:
english
File:
PDF, 640 KB
english, 2008