Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675): Difference between revisions

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+Monitoring disruptions in financial markets
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Generalized autoregressive conditional heteroscedasticity
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+Functional-Coefficient Autoregressive Models
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+Long memory and regime switching
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Statistical methods with varying coefficient models
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+Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
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+Neglecting parameter changes in GARCH models
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+Change-point estimation in ARCH models
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+Statistical inference for time-inhomogeneous volatility models.
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+Q3433265
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Quadratic ARCH Models
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+Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
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+Multiscale local change point detection with applications to value-at-risk
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