11 results
ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS
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- Journal:
- Econometric Theory / Volume 32 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 04 December 2014, pp. 402-430
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ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES
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- Journal:
- Econometric Theory / Volume 31 / Issue 4 / August 2015
- Published online by Cambridge University Press:
- 03 November 2014, pp. 880-890
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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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- Journal:
- Econometric Theory / Volume 29 / Issue 3 / June 2013
- Published online by Cambridge University Press:
- 12 November 2012, pp. 482-516
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THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
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- Journal:
- Econometric Theory / Volume 28 / Issue 5 / October 2012
- Published online by Cambridge University Press:
- 27 April 2012, pp. 1065-1086
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ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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- Journal:
- Econometric Theory / Volume 25 / Issue 2 / April 2009
- Published online by Cambridge University Press:
- 01 April 2009, pp. 411-441
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EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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- Journal:
- Econometric Theory / Volume 22 / Issue 3 / June 2006
- Published online by Cambridge University Press:
- 15 March 2006, pp. 403-428
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
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- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 541-564
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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- Journal:
- Econometric Theory / Volume 19 / Issue 2 / April 2003
- Published online by Cambridge University Press:
- 31 January 2003, pp. 280-310
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NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
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- Journal:
- Econometric Theory / Volume 18 / Issue 3 / June 2002
- Published online by Cambridge University Press:
- 15 May 2002, pp. 722-729
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ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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- Journal:
- Econometric Theory / Volume 17 / Issue 4 / August 2001
- Published online by Cambridge University Press:
- 27 July 2001, pp. 738-764
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On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 3 / September 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 688-705
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- September 1999
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