The following pages link to (Q4218591):
Displayed 11 items.
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
- Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)