51

Testing for a Linear MA Model against Threshold MA Models

Year:
2005
Language:
english
File:
PDF, 1.75 MB
english, 2005
52

Frontiers in Time Series and Financial Econometrics: An overview

Year:
2015
Language:
english
File:
PDF, 293 KB
english, 2015
53

Asymptotic inference in multiple-threshold double autoregressive models

Year:
2015
Language:
english
File:
PDF, 595 KB
english, 2015
56

On a threshold double autoregressive model

Year:
2015
Language:
english
File:
PDF, 503 KB
english, 2015
57

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors

Year:
2003
Language:
english
File:
PDF, 2.77 MB
english, 2003
59

Residual Empirical Processes for Long and Short Memory Time Series

Year:
2008
Language:
english
File:
PDF, 1.11 MB
english, 2008
60

Ergodicity and Invertibility of Threshold Moving-Average Models

Year:
2007
Language:
english
File:
PDF, 592 KB
english, 2007
61

Asymptotic Theory for a Vector ARMA-GARCH Model

Year:
2003
Language:
english
File:
PDF, 2.30 MB
english, 2003
62

Asymptotic Inference for Unit Root Processes with GARCH(1,1) Errors

Year:
2003
Language:
english
File:
PDF, 1.52 MB
english, 2003
63

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

Year:
2003
Language:
english
File:
PDF, 174 KB
english, 2003
64

EMPIRICAL LIKELIHOOD FOR GARCH MODELS

Year:
2006
Language:
english
File:
PDF, 204 KB
english, 2006
69

Empirical Likelihood for Garch Models

Year:
2006
Language:
english
File:
PDF, 605 KB
english, 2006
74

On moving-average models with feedback

Year:
2012
Language:
english
File:
PDF, 134 KB
english, 2012
75

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

Year:
2010
Language:
english
File:
PDF, 36 KB
english, 2010
76

On non-stationary threshold autoregressive models

Year:
2011
Language:
english
File:
PDF, 176 KB
english, 2011
77

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

Year:
2007
Language:
english
File:
PDF, 288 KB
english, 2007
78

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

Year:
2017
Language:
english
File:
PDF, 512 KB
english, 2017
81

Fitting an error distribution in some heteroscedastic time series models

Year:
2006
Language:
english
File:
PDF, 223 KB
english, 2006
84

Testing for a linear MA model against threshold MA models

Year:
2005
Language:
english
File:
PDF, 271 KB
english, 2005
90

Residual empirical processes for long and short memory time series

Year:
2008
Language:
english
File:
PDF, 210 KB
english, 2008
92

On adaptive estimation in nonstationary ARMA Models with GARCH errors

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