Pages that link to "Item:Q2954300"
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The following pages link to Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300):
Displaying 16 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Spatial correlation in weather forecast accuracy: a functional time series approach (Q6178873) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
