Pages that link to "Item:Q2500447"
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The following pages link to Statistical inference for time-varying ARCH processes (Q2500447):
Displayed 11 items.
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)