Pages that link to "Item:Q3161675"
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The following pages link to Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675):
Displaying 6 items.
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- SONIC: social network analysis with influencers and communities (Q2673171) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
