Pages that link to "Item:Q2453037"

The following pages link to A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037):

Displayed 8 items.

• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) ‎ (← links)
• A CUSUM test for panel mean change detection (Q508105) ‎ (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) ‎ (← links)
• Forecasting realized volatility: a review (Q1622112) ‎ (← links)
• Detecting structural breaks in realized volatility (Q1727922) ‎ (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) ‎ (← links)
• A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) ‎ (← links)
• Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) ‎ (← links)