Pages that link to "Item:Q5349015"
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The following pages link to ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015):
Displayed 3 items.
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM (Q4643228) (← links)