Adaptive estimation of autoregressive models with time-varying variances (Q290952): Difference between revisions

@@ Property / OpenAlex ID @@
+W3125437539
@@ Property / OpenAlex ID: W3125437539 / rank @@
+Normal rank
@@ Property / cites work @@
+Inferences about the parameters of a time series model with changing variance
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Q5186589
@@ Property / cites work: Q5186589 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapting for heteroscedasticity in linear models
@@ Property / cites work: Adapting for heteroscedasticity in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Testing stationarity under a permanent variance shift
+Normal rank
@@ Property / cites work @@
+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
@@ Property / cites work @@
+Nonstationary nonlinear heteroskedasticity in regression
+Normal rank
@@ Property / cites work @@
+Nonparametric inference on structural breaks
@@ Property / cites work: Nonparametric inference on structural breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281479
@@ Property / cites work: Q3281479 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Efficient estimation of conditional variance functions in stochastic regression
+Normal rank
@@ Property / cites work @@
+An Optimum Property of Regular Maximum Likelihood Estimation
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the presence of a variance shift
+Normal rank
@@ Property / cites work @@
+Regression with Nonstationary Volatility
@@ Property / cites work: Regression with Nonstationary Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
+Normal rank
@@ Property / cites work @@
+On the Stable Paretian Behavior of Stock-Market Prices
+Normal rank
@@ Property / cites work @@
+Unit root tests with a break in innovation variance.
+Normal rank
@@ Property / cites work @@
+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
+Normal rank
@@ Property / cites work @@
+EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH  CONDITIONAL HETEROSKEDASTICITY
+Normal rank
@@ Property / cites work @@
+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
+Normal rank
@@ Property / cites work @@
+Change-points in nonparametric regression analysis
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in Autoregression under Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
+Normal rank
@@ Property / cites work @@
+Q4861446
@@ Property / cites work: Q4861446 / rank @@
+Normal rank
@@ Property / cites work @@
+On the consistency of cross-validation in kernel nonparametric regression
+Normal rank
@@ Property / cites work @@
+Kernel-type estimators of jump points and values of a regression function
+Normal rank
@@ Property / cites work @@
+Detection of the number, locations and magnitudes of jumps
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Local Linear Estimation of the Conditional Variance Function
+Normal rank