Pages that link to "Item:Q2500447"
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The following pages link to Statistical inference for time-varying ARCH processes (Q2500447):
Displayed 50 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- A component model for dynamic correlations (Q128853) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- Cross validation for locally stationary processes (Q2313282) (← links)
- Detecting gradual changes in locally stationary processes (Q2343960) (← links)
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)