Strict Stationarity of Generalized Autoregressive Processes

JOURNAL ARTICLE published 1 October 1992 in The Annals of Probability

Authors: Philippe Bougerol | Nico Picard

Stationarity of Garch processes and of some nonnegative time series

JOURNAL ARTICLE published April 1992 in Journal of Econometrics

Authors: Philippe Bougerol | Nico Picard

Testing Stationarity in the Mean of Autoregressive Processes with a Nonparametric Regression Trend

JOURNAL ARTICLE published 1 September 1992 in The Annals of Statistics

Authors: Hartmut Milbrodt

Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

JOURNAL ARTICLE published 2012 in Econometrica

Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Francisco Blasquez | Siem Jan Koopman | Andre Lucas

On strict stationarity and ergodicity of a non-linear ARMA model

JOURNAL ARTICLE published June 1992 in Journal of Applied Probability

Authors: Jian Liu | Ed Susko

On Stationarity and Superposition of Point Processes

JOURNAL ARTICLE published 1 December 1976 in The Annals of Probability

Authors: B. D. Ripley

Semi-Min-Stable Processes

JOURNAL ARTICLE published 1 July 1992 in The Annals of Probability

Authors: Mathew D. Penrose

Symmetry Groups of Markov Processes

JOURNAL ARTICLE published 1 April 1992 in The Annals of Probability

Authors: Ming Liao

On Coupling and Weak Convergence to Stationarity

JOURNAL ARTICLE published 1 August 1992 in The Annals of Applied Probability

Authors: Soren Asmussen

Stationarity and ergodicity of univariate generalized autoregressive score processes

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Francisco Blasques | Siem Jan Koopman | André Lucas

On Generalized Renewal Measures and Certain First Passage Times

JOURNAL ARTICLE published 1 July 1992 in The Annals of Probability

Authors: Gerold Alsmeyer

Random Stationary Processes

JOURNAL ARTICLE published 1 July 1992 in The Annals of Probability

Authors: Kenneth S. Alexander | Steven A. Kalikow

Strict plurisubharmonicity of Bergman kernels on generalized annuli

JOURNAL ARTICLE published 2014 in Annales Polonici Mathematici

Authors: Yanyan Wang

Multiple Points of Sample Paths of Markov Processes

JOURNAL ARTICLE published 1 April 1992 in The Annals of Probability

Authors: Narn-Rueih Shieh

Testing for strict stationarity in a random coefficient autoregressive model

JOURNAL ARTICLE published 16 March 2021 in Econometric Reviews

Authors: Lorenzo Trapani

Branching processes in generalized autoregressive conditional environments

JOURNAL ARTICLE published December 2016 in Advances in Applied Probability

Authors: Irene Hueter

An Extension of Pitman's Theorem for Spectrally Positive Levy Processes

JOURNAL ARTICLE published 1 July 1992 in The Annals of Probability

Authors: Jean Bertoin

On Choquet's Dichotomy of Capacity for Markov Processes

JOURNAL ARTICLE published 1 January 1992 in The Annals of Probability

Authors: P. J. Fitzsimmons | Mamoru Kanda

The Survival of One-Dimensional Contact Processes in Random Environments

JOURNAL ARTICLE published 1 April 1992 in The Annals of Probability

Authors: Thomas M. Liggett