Statistical inference for time-inhomogeneous volatility models. (Q1879945): Difference between revisions

@@ Property / author @@
-Vladimir Spokoiny
@@ Property / author: Vladimir Spokoiny / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Spokoiny
@@ Property / author: Vladimir Spokoiny / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3100490367
@@ Property / OpenAlex ID: W3100490367 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0406430
@@ Property / arXiv ID: math/0406430 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
+Normal rank
@@ Property / cites work @@
+Efficient Estimation and Inferences for Varying-Coefficient Models
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
+Normal rank
@@ Property / cites work @@
+Q3995078
@@ Property / cites work: Q3995078 / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Economic Time Series
@@ Property / cites work: Forecasting Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling the persistence of conditional variances
+Normal rank
@@ Property / cites work @@
+Q4450669
@@ Property / cites work: Q4450669 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical estimation in varying coefficient models
+Normal rank
@@ Property / cites work @@
+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q4518939
@@ Property / cites work: Q4518939 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Stochastic Variance Models
@@ Property / cites work: Multivariate Stochastic Variance Models / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian State-Space Modeling of Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Q5203525
@@ Property / cites work: Q5203525 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal pointwise adaptive methods in nonparametric estimation
+Normal rank
@@ Property / cites work @@
+Deviation probability bound for martingales with applications to statistical estimation
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Optimal detection of a change in distribution
@@ Property / cites work: Optimal detection of a change in distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic ARCH Models
@@ Property / cites work: Quadratic ARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1879945