A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model

被引：0

作者：

机构：

来源：

Stat Probab Lett | / 4卷 / 305期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

下载

共 50 条

[1] A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
Lu, ZD
STATISTICS & PROBABILITY LETTERS, 1996, 30 (04) : 305 - 311
[2] On the geometric ergodicity of a non-linear autoregressive model with an autoregressive conditional heteroscedastic term
Lu, ZD
STATISTICA SINICA, 1998, 8 (04) : 1205 - 1217
[3] A note on the geometric ergodicity of a nonlinear AR-ARCH model
Meitz, Mika
Saikkonen, Pentti
STATISTICS & PROBABILITY LETTERS, 2010, 80 (7-8) : 631 - 638
[4] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY - A COMPARISON OF ARCH AND RANDOM COEFFICIENT MODELS
WOLFF, CCP
ECONOMICS LETTERS, 1988, 27 (02) : 141 - 143
[5] Conditional heteroscedasticity test for Poisson autoregressive model
Zhao, Zhiwen
Wang, Dehui
Peng, Cuixin
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (09) : 4437 - 4448
[6] The impact of the presence of autoregressive conditional heteroscedasticity (ARCH) effects on spurious regressions
Chekenya, Nixon S.
Dzingirai, Canicio
SCIENTIFIC AFRICAN, 2020, 8
[7] The impact of the presence of autoregressive conditional heteroscedasticity (ARCH) effects on spurious regressions
Chekenya, Nixon S.
SCIENTIFIC AFRICAN, 2020, 7
[8] Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
Chen, M
Chen, GM
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 28 (03): : 605 - 613
[9] Environmental Sustainability and Freight Transport Performance in the EU - An Autoregressive Conditional Heteroscedasticity (ARCH) Model Analysis
Kot, Sebastian
Ojinji, Stephen
PROMET-TRAFFIC & TRANSPORTATION, 2023, 35 (05): : 621 - 634
[10] Periodic autoregressive conditional heteroscedasticity
Bollerslev, T
Ghysels, E
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1996, 14 (02) : 139 - 151

← 1 2 3 4 5 →