Pages that link to "Item:Q452998"
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The following pages link to Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998):
Displayed 7 items.
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (Q6082960) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)