Pages that link to "Item:Q452998"

The following pages link to Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998):

Displaying 7 items.

• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
• Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)