Pages that link to "Item:Q1868970"
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The following pages link to Rescaled variance and related tests for long memory in volatility and levels (Q1868970):
Displayed 38 items.
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Spurious regression (Q609686) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Order-splitting and long-memory in an order-driven market (Q977582) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Correlated continuous time random walks (Q1017816) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Rescaled range analysis in the presence of stochastic trend (Q2643023) (← links)
- MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (Q2886978) (← links)
- LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC (Q3632425) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)