Pages that link to "Item:Q4975562"
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The following pages link to Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562):
Displaying 7 items.
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Stationary subspace analysis based on second-order statistics (Q6049301) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)