Journal Article |
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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A general asymptotic theory for time‐series models |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
69 |

ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS |
0 |
1 |
1 |
16 |
0 |
1 |
1 |
40 |

ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS |
0 |
0 |
1 |
14 |
0 |
1 |
2 |
46 |

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL |
0 |
2 |
11 |
153 |
2 |
12 |
46 |
555 |

ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
52 |

Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
57 |

Asymptotic inference for a nonstationary double AR (1) model |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
51 |

Comment |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |

Comment |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
90 |

Diagnostic checking for non-stationary ARMA models with an application to financial data |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
40 |

EMPIRICAL LIKELIHOOD FOR GARCH MODELS |
0 |
0 |
3 |
120 |
0 |
1 |
5 |
288 |

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
191 |

Estimation and testing stationarity for double‐autoregressive models |
0 |
0 |
1 |
34 |
0 |
1 |
3 |
127 |

Estimation in nonstationary random coefficient autoregressive models |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
105 |

Joint modeling of cointegration and conditional heteroscedasticity with applications |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
86 |

Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
43 |

Mixed Portmanteau Tests for Time‐Series Models |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
115 |

NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS |
0 |
0 |
3 |
69 |
0 |
0 |
14 |
242 |

NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
33 |

ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
81 |

On the least squares estimation of multiple-regime threshold autoregressive models |
1 |
2 |
5 |
41 |
2 |
4 |
12 |
190 |

Regression quantiles for unstable autoregressive models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
47 |

Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models |
0 |
0 |
2 |
44 |
1 |
1 |
7 |
123 |

Self‐weighted least absolute deviation estimation for infinite variance autoregressive models |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
99 |

Stationarity and the existence of moments of a family of GARCH processes |
0 |
0 |
2 |
183 |
0 |
1 |
8 |
457 |

THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
68 |

Testing for structural change of AR model to threshold AR model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
38 |

Total Journal Articles |
1 |
5 |
31 |
990 |
6 |
23 |
108 |
3,349 |