Pages that link to "Item:Q2637362"
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The following pages link to A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362):
Displaying 6 items.
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
