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Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and finance

机译：具有条件异方差误差的非线性指数自回归时间序列模型及其在经济和金融中的应用

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A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy of Loughborough University.

机译：博士论文。提交，部分满足了拉夫堡大学哲学博士学位的授予条件。

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Katsiampa Paraskevi;
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年度 2015
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正文语种 en
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1. NONLINEAR EXPONENTIAL AUTOREGRESSIVE TIME-SERIES MODEL WITH MOVING AVERAGE ERRORS : AN APPLICATION [J] . H. K. Ranganath, Himadri Ghosh, Prajneshu International Journal of Agricultural and Statistical Sciences . 2016,第2期

机译：移动平均误差的非线性指数自回归时间序列模型：一个应用
2. Generalized exponential autoregressive models for nonlinear time series: Stationarity, estimation and applications [J] . Chen Guang-yong, Gan Min, Chen Guo-long Information Sciences: An International Journal . 2018,第期

机译：非线性时间序列的广义指数自回归模型：具有适应性，估算和应用
3. Generalized Autoregressive Conditional Heteroskedastic Model for Water Quality Analyses and Time Series Investigation in Reservoir Watersheds [J] . Edward Ming-Yang Wu, 1 Shu-Lung Kuo, 2, Environmental Engineering Science . 2012,第4期

机译：水库流域水质分析的广义自回归条件异方差模型。
4. Identification of a class of generalized autoregressive conditional heteroskedasticity (GARCH) models with applications to covariance propagation [C] . Y. Wang, M. Sznaier, O. Camps, IEEE Conference on Decision and Control . 2015

机译：一类广义自回归条件异方差（GARCH）模型的识别及其在协方差传播中的应用
5. Autoregressive Conditional GB2 Models with Applications to Financial Time Series [D] . ?Fan, Ning 2020

机译：自回归条件 GB2 模型及其应用到金融时间序列
6. A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates [O] . Benjamin G Jacob, Daniel A Griffith, Ephantus J Muturi, 2009

机译：使用一阶条件自回归马尔可夫模拟的异方差误差协方差矩阵估计器用于从生态采样的阿拉伯按蚊水生生境协变量中得出渐近有效估计
7. A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms [O] . Kim, Kyong-Hui, Sin, Myong-Guk, Kim, Ok-Kyong 2014

机译：非线性自回归时间误差的拟合优度检验具有固定$ \ alpha $ -mixing错误条款的系列型号

Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and finance

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