Pages that link to "Item:Q528175"
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The following pages link to Powerful tests for structural changes in volatility (Q528175):
Displaying 4 items.
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
