Pages that link to "Item:Q2500447"
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The following pages link to Statistical inference for time-varying ARCH processes (Q2500447):
Displayed 21 items.
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (Q6104904) (← links)
- Hybrid model for stock market volatility (Q6110790) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Bayesian time‐varying autoregressive models of COVID‐19 epidemics (Q6149268) (← links)
- Locally Stationary Multiplicative Volatility Modeling (Q6149862) (← links)
- Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366) (← links)
- A bootstrap functional central limit theorem for time-varying linear processes (Q6150555) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)