Yoon, Jae Eun; Hwang, Sun Young On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series. (English) Zbl 1497.62249 Commun. Stat., Simulation Comput. 50, No. 7, 2042-2053 (2021). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{J. E. Yoon} and \textit{S. Y. Hwang}, Commun. Stat., Simulation Comput. 50, No. 7, 2042--2053 (2021; Zbl 1497.62249) Full Text: DOI
Alsmeyer, Gerold On the stationary tail index of iterated random Lipschitz functions. (English) Zbl 1339.60019 Stochastic Processes Appl. 126, No. 1, 209-233 (2016). MSC: 60F10 60J05 60H25 60K05 PDFBibTeX XMLCite \textit{G. Alsmeyer}, Stochastic Processes Appl. 126, No. 1, 209--233 (2016; Zbl 1339.60019) Full Text: DOI arXiv
Yu, Zhuoxi; Zhao, Shishun; Wang, Dehui Empirical likelihood inference for partial linear models with ARCH(1) errors. (English) Zbl 1286.62078 Math. Comput. Modelling 57, No. 9-10, 2449-2458 (2013). MSC: 62M10 62G08 62J05 PDFBibTeX XMLCite \textit{Z. Yu} et al., Math. Comput. Modelling 57, No. 9--10, 2449--2458 (2013; Zbl 1286.62078) Full Text: DOI
Agiakloglou, Christos Evidence of ARCH(1) errors in the context of spurious regressions. (English) Zbl 1196.62113 Commun. Stat., Simulation Comput. 38, No. 9, 1803-1810 (2009). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{C. Agiakloglou}, Commun. Stat., Simulation Comput. 38, No. 9, 1803--1810 (2009; Zbl 1196.62113) Full Text: DOI HAL
Zhu, Fukang; Wang, Dehui Local estimation in AR models with nonparametric ARCH errors. (English) Zbl 1189.62150 Commun. Stat., Theory Methods 37, No. 10, 1591-1609 (2008). MSC: 62M10 62G05 62F12 62G20 65C60 62P05 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, Commun. Stat., Theory Methods 37, No. 10, 1591--1609 (2008; Zbl 1189.62150) Full Text: DOI
Hwang, S. Y.; Kim, S.; Lee, S. D.; Basawa, I. V. Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors. (English) Zbl 1128.62100 Stat. Probab. Lett. 77, No. 13, 1439-1448 (2007). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{S. Y. Hwang} et al., Stat. Probab. Lett. 77, No. 13, 1439--1448 (2007; Zbl 1128.62100) Full Text: DOI
Newbold, Paul; Harvey, David I. Forecast combination and encompassing. 1st paperback ed. (English) Zbl 1180.91232 Clements, Michael P. (ed.) et al., A companion to economic forecasting. Malden, MA: Blackwell Publishing (ISBN 1-4051-2623-X/pbk). 268-283 (2004). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{P. Newbold} and \textit{D. I. Harvey}, in: A companion to economic forecasting. Malden, MA: Blackwell Publishing. 268--283 (2004; Zbl 1180.91232)
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi The cusum test for parameter change in regression models with arch errors. (English) Zbl 1062.62191 J. Jpn. Stat. Soc. 34, No. 2, 173-188 (2004). MSC: 62M10 62F05 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Jpn. Stat. Soc. 34, No. 2, 173--188 (2004; Zbl 1062.62191) Full Text: DOI
Davidson, James Forecasting Markov-switching dynamic, conditionally heteroscedastic processes. (English) Zbl 1096.62090 Stat. Probab. Lett. 68, No. 2, 137-147 (2004). MSC: 62M20 PDFBibTeX XMLCite \textit{J. Davidson}, Stat. Probab. Lett. 68, No. 2, 137--147 (2004; Zbl 1096.62090) Full Text: DOI Link
Keilman, Nico; Pham, Dinh Quang Time series based errors and empirical errors in fertility forecasts in the Nordic countries. (English. French summary) Zbl 1304.62134 Int. Stat. Rev. 72, No. 1, 5-18 (2004). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{N. Keilman} and \textit{D. Q. Pham}, Int. Stat. Rev. 72, No. 1, 5--18 (2004; Zbl 1304.62134) Full Text: DOI
Laib, Naâmane; Louani, Djamal On the conditional homoscedasticity test in autoregressive model with ARCH error. (English) Zbl 1075.62619 Commun. Stat., Theory Methods 31, No. 7, 1179-1202 (2002). MSC: 62M10 62G10 60F17 PDFBibTeX XMLCite \textit{N. Laib} and \textit{D. Louani}, Commun. Stat., Theory Methods 31, No. 7, 1179--1202 (2002; Zbl 1075.62619) Full Text: DOI
Cline, Daren B. H.; Pu, Huay-min H. A note on a simple Markov bilinear stochastic process. (English) Zbl 0999.60067 Stat. Probab. Lett. 56, No. 3, 283-288 (2002). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J05 PDFBibTeX XMLCite \textit{D. B. H. Cline} and \textit{H.-m. H. Pu}, Stat. Probab. Lett. 56, No. 3, 283--288 (2002; Zbl 0999.60067) Full Text: DOI
Lu, Zudi; Gijbels, I. Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates. (English) Zbl 1004.65012 Sci. China, Ser. A 44, No. 2, 168-183 (2001). Reviewer: Jaromir Antoch (Praha) MSC: 65C60 62J05 62G08 65D10 PDFBibTeX XMLCite \textit{Z. Lu} and \textit{I. Gijbels}, Sci. China, Ser. A 44, No. 2, 168--183 (2001; Zbl 1004.65012) Full Text: DOI
Ling, Shiqing; Li, W. K. Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors. (English) Zbl 0882.62081 J. Time Ser. Anal. 18, No. 5, 447-464 (1997). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{S. Ling} and \textit{W. K. Li}, J. Time Ser. Anal. 18, No. 5, 447--464 (1997; Zbl 0882.62081) Full Text: DOI
Maddala, G. S. (ed.); Rao, C. R. (ed.); Vinod, H. D. (ed.) Econometrics. (English) Zbl 0827.62102 Handbook of Statistics. 11. Amsterdam: North Holland. xx, 783 p. (1993). Reviewer: H.S.Buscher (Mannheim) MSC: 62P20 62-00 91B84 PDFBibTeX XMLCite \textit{G. S. Maddala} (ed.) et al., Econometrics. Amsterdam: North Holland (1993; Zbl 0827.62102)
Bera, Anil K.; Lee, Sangkyu Information matrix test, parameter heterogeneity and ARCH: a synthesis. (English) Zbl 0766.62039 Rev. Econ. Stud. 60, No. 1, 229-240 (1993). MSC: 62J05 62M10 62P20 PDFBibTeX XMLCite \textit{A. K. Bera} and \textit{S. Lee}, Rev. Econ. Stud. 60, No. 1, 229--240 (1993; Zbl 0766.62039) Full Text: DOI Link
Cooley, Thomas F.; Parke, William R. Asymptotic likelihood-based prediction functions. (English) Zbl 0778.62086 Econometrica 58, No. 5, 1215-1234 (1990). MSC: 62M20 62P20 PDFBibTeX XMLCite \textit{T. F. Cooley} and \textit{W. R. Parke}, Econometrica 58, No. 5, 1215--1234 (1990; Zbl 0778.62086) Full Text: DOI Link
Pantula, Sastry G. Estimation of autoregressive models with ARCH errors. (English) Zbl 0639.62084 Sankhyā, Ser. B 50, No. 1, 119-138 (1988). MSC: 62M10 62P20 62J05 PDFBibTeX XMLCite \textit{S. G. Pantula}, Sankhyā, Ser. B 50, No. 1, 119--138 (1988; Zbl 0639.62084)
Flaggs, D. L.; Park, K. C. A symbolic analysis of \(C^ 1\) and \(C^ 0\) beam discretizations of the arch. (English) Zbl 0591.73086 Innovative numerical methods in engineering, Proc. 4th Int. Symp., Atlanta/Ga. 1986, 553-560 (1986). MSC: 74S05 65N15 PDFBibTeX XML
Prathap, Gangan An additional stiffness parameter measure of error of the second kind in the finite element method. (English) Zbl 0566.73054 Int. J. Numer. Methods Eng. 21, 1001-1012 (1985). MSC: 74S05 PDFBibTeX XMLCite \textit{G. Prathap}, Int. J. Numer. Methods Eng. 21, 1001--1012 (1985; Zbl 0566.73054) Full Text: DOI Link
Prathap, Gangan The curved beam / deep arch / finite ring element revisited. (English) Zbl 0559.73078 Int. J. Numer. Methods Eng. 21, 389-407 (1985). MSC: 74S05 74S99 PDFBibTeX XMLCite \textit{G. Prathap}, Int. J. Numer. Methods Eng. 21, 389--407 (1985; Zbl 0559.73078) Full Text: DOI
Weiss, Andrew A. ARMA models with ARCH errors. (English) Zbl 0549.62079 J. Time Ser. Anal. 5, 129-143 (1984). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{A. A. Weiss}, J. Time Ser. Anal. 5, 129--143 (1984; Zbl 0549.62079) Full Text: DOI
Yamamoto, Yoshiyuki; Ohtsubo, Hideomi A qualitative accuracy consideration on arch elements. (English) Zbl 0485.73066 Int. J. Numer. Methods Eng. 18, 1179-1195 (1982). MSC: 74S05 65N15 74K15 PDFBibTeX XMLCite \textit{Y. Yamamoto} and \textit{H. Ohtsubo}, Int. J. Numer. Methods Eng. 18, 1179--1195 (1982; Zbl 0485.73066) Full Text: DOI