Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Francisco Blasquez | Siem Jan Koopman | Andre Lucas

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

Stationarity of generalized autoregressive moving average models

JOURNAL ARTICLE published 1 January 2011 in Electronic Journal of Statistics

Authors: Dawn B. Woodard | David S. Matteson | Shane G. Henderson

Generalized Autoregressive Gamma Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Bruno Feunou

Random Strict Partitions and Determinantal Point Processes

JOURNAL ARTICLE published 1 January 2010 in Electronic Communications in Probability

Authors: Leonid Petrov

Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization

JOURNAL ARTICLE published 1 January 2016 in Electronic Communications in Probability

Authors: Alexandre Richard

Time reversal of spinal processes for linear and non-linear branching processes near stationarity

JOURNAL ARTICLE published 1 January 2023 in Electronic Journal of Probability

Authors: Benoît Henry | Sylvie Méléard | Viet Chi Tran

Recurrence and transience of contractive autoregressive processes and related Markov chains

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Probability

Authors: Martin P.W. Zerner

Feasibility Investigation of a Unified Trend-Stationarity Constrained-Autoregressive Test

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Shlomo Zilca

Asymptotic Analysis for Bifurcating AutoRegressive Processes via a Martingale Approach

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Probability

Authors: Bernard Bercu | Benoîte de Saporta | Anne Gégout-Petit

On strict monotonicity of the speed for excited random walks in one dimension

JOURNAL ARTICLE published 1 January 2015 in Electronic Communications in Probability

Authors: Mark Holmes

A matrix Bougerol identity and the Hua-Pickrell measures

JOURNAL ARTICLE published 1 January 2018 in Electronic Communications in Probability

Authors: Theodoros Assiotis

Generalized scale functions of standard processes with no positive jumps

JOURNAL ARTICLE published 1 January 2020 in Electronic Communications in Probability

Authors: Kei Noba

State-Dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Fabio Gobbi | Sabrina Mulinacci

Strict Fine Maxima

JOURNAL ARTICLE published 1 January 2000 in Electronic Communications in Probability

Authors: P. Fitzsimmons

A Graphical Sufficient Condition for the Stability of First-Order Log-Linear Poisson Generalized Vector Autoregressive Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Trevor Ruiz | Sharmodeep Bhattacharyya | Sarah C. Emerson

A representation for exchangeable coalescent trees and generalized tree-valued Fleming-Viot processes

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Probability

Authors: Stephan Gufler

Matrix-valued Bessel processes

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Probability

Authors: Martin Larsson

Ergodic properties for $alpha$-CIR models and a class of generalized Fleming-Viot processes

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Probability

Authors: Kenji Handa

Hairer-Quastel universality in non-stationarity via energy solution theory

JOURNAL ARTICLE published 1 January 2023 in Electronic Journal of Probability

Authors: Kevin Yang