The existence of moments of nonlinear autoregressive model

Type: Article

Publication Date: 1998-07-01

Citations: 3

DOI: https://doi.org/10.1007/bf02677414

Locations

  • Acta Mathematicae Applicatae Sinica English Series - View

Similar Works

Action Title Year Authors
+ Existence of Moment for the Nonlinear Autoregressive Series 2006 Jin Ye
An H
+ THE HIGHER-ORDER MOMENTS OF A CLASS OF NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSCEDASTICITY 1998 Guo–Cheng Wu
M Chen
Jianxiong Li
+ Ergodicity of nonlinear first order autoregressive models 1995 Rabi Bhattacharya
Chanho Lee
+ An Examination on Nonlinear Autoregressive Moving Average Model 1996 Satoshi Ichikawa
+ Variance estimation in nonlinear autoregressive time series models 2010 Fuxia Cheng
+ Existence of Moment for a Class of Nonlinear Autoregressive Series of Exponential Iterative Compression 2011 Jin Ye
+ The geometric ergodicity and existence of moments for a class of non-linear time series model 1997 Hongzhi An
Min Chen
Fuchun Huang
+ Moment estimation of uncertain autoregressive model and its application in financial market 2024 Yang Liu
Zhongfeng Qin
+ The method of moments with nonlinear statistical models 1980 JosĂŠ F. Burguete
A. Ronald Gallant
+ The method of moments for a class of nonlinear equations 1978 A. G. Zarubin
+ On the stationary law of a nonlinear autoregressive Markov chain 1994 Salama Jaouhari
+ Exact Moments of the Least Squares Estimator in a First-Order Non-Stationary Autoregressive Model 1991 Albert K. Tsui
Mukhtar M. Ali
+ PDF Chat General moment methods for a class of nonlinear models 1980 J. Eisenfeld
Stephen W.K. Cheng
+ A nonlinear time series model and estimation of missing observations 1991 Bovas Abraham
A. Thavaneswaran
+ On stationarity and -mixing property of certain nonlinear GARCH models 2005 O. Lee
Dong Wan Shin
+ Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean 2012 Francisco Blasques
+ On Determination of the Order of an Autoregressive Model 1989 Zhidong Bai
K. Subramanyam
L.C. Zhao
+ Estimation for a class of positive nonlinear time series models 1996 Timothy C. Brown
Paul D. Feigin
Diana L. Pallant
+ Global property of error density estimation in nonlinear autoregressive time series models 2010 Fuxia Cheng
+ A non-stationary integer-valued autoregressive model 2006 Hee‐Young Kim
Yousung Park

Works Cited by This (1)

Action Title Year Authors
+ The existence of moments for stationary Markov chains 1983 Richard L. Tweedie