Pages that link to "Item:Q637105"

The following pages link to Mixing properties of ARCH and time-varying ARCH processes (Q637105):

Displaying 20 items.

• Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553) (← links)
• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← links)
• Estimating beta-mixing coefficients via histograms (Q902219) (← links)
• An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
• Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Detecting gradual changes in locally stationary processes (Q2343960) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)