Pages that link to "Item:Q485701"
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The following pages link to The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701):
Displayed 5 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)