Asymmetric Modeling in Beta-ARCH Processes |
S. Y. Hwang
(Department of Statistics, Sookmyung Women′s University)
Kahng, Myung-Wook (Department of Statistics, Sookmyung Women′s University) |
1 |
The geometric ergodicity and existence of moments for a class of non-linear time series models
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ScienceOn |
2 |
On conditional least squares estimation for stochastic processes
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ScienceOn |
3 |
Autoregressive conditional heteroscedasticity with estimates of the variance of U.K. inflation
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ScienceOn |
4 |
On a double-threshold autoregressive heteroscedastic time series model
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ScienceOn |
5 |
Random coefficient autoregressive processes : a Markov chain analysis of stationarity and finiteness of moments
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6 |
Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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ScienceOn |
7 |
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8 |
Estimation for nonlinear autoregressive models generated by beta-ARCH procedded
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9 |
Probabilistic properties of the β-ARCH model
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10 |
Estimation in nonlinear time series models
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ScienceOn |
11 |
Threshold ARCH(1) processes : asymptotic inference
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ScienceOn |
12 |
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13 |
On large sample estimation and testing in parametric models
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ScienceOn |