Pages that link to "Item:Q278251"
From MaRDI portal
The following pages link to Aggregation and memory of models of changing volatility (Q278251):
Displaying 11 items.
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
