Zhang, Yaqi; Guo, Lei Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain. (English) Zbl 1460.93099 J. Syst. Sci. Complex. 34, No. 1, 236-250 (2021). MSC: 93E03 93C05 93C40 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{L. Guo}, J. Syst. Sci. Complex. 34, No. 1, 236--250 (2021; Zbl 1460.93099) Full Text: DOI
Borkowski, Piotr; Mielniczuk, Jan Performance of variance function estimators for autoregressive time series of order one: asymptotic normality and numerical study. (English) Zbl 1318.93086 Control Cybern. 41, No. 2, 415-441 (2012). MSC: 93E10 93C57 PDFBibTeX XMLCite \textit{P. Borkowski} and \textit{J. Mielniczuk}, Control Cybern. 41, No. 2, 415--441 (2012; Zbl 1318.93086)
Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang Asset allocation under threshold autoregressive models. (English) Zbl 1286.91127 Appl. Stoch. Models Bus. Ind. 28, No. 1, 60-72 (2012). MSC: 91G10 91B84 90C39 93E20 62M10 PDFBibTeX XMLCite \textit{N. Song} et al., Appl. Stoch. Models Bus. Ind. 28, No. 1, 60--72 (2012; Zbl 1286.91127) Full Text: DOI