Pages that link to "Item:Q4975562"
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The following pages link to Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562):
Displaying 9 items.
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Stationary subspace analysis based on second-order statistics (Q6049301) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
