Pages that link to "Item:Q2500447"
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The following pages link to Statistical inference for time-varying ARCH processes (Q2500447):
Displayed 22 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Detecting gradual changes in locally stationary processes (Q2343960) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)