Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474930701624462 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1979325061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent autoregressive spectral estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear prediction by autoregressive model fitting in the time domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moving-average representation of autoregressive approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sieve bootstrap for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reconciling the term structure of interest rates with the consumption-based ICAP model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Limit Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3059475 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric maximum likelihood estimation by the method of sieves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping general empirical measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood and the bootstrap for nonlinear dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for structural change in conditional models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal instrumental variables estimation for ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction of multivariate time series by autoregressive model fitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse response analysis in infinite order cointegrated vector autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap and wild bootstrap for high dimensional linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroscedasticity in Models with Lagged Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing cointegration in infinite order vector autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARMA MODELS WITH ARCH ERRORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jackknife, bootstrap and other resampling methods in regression analysis / rank
 
Normal rank

Latest revision as of 14:28, 27 June 2024

scientific article; zbMATH DE number 5227938
Language Label Description Also known as
English
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
scientific article; zbMATH DE number 5227938

    Statements

    Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (English)
    0 references
    0 references
    0 references
    18 January 2008
    0 references
    autoregression
    0 references
    bootstrap
    0 references
    GARCH
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references