Heteroscedastic modelling via the autoregressive conditional variance subspace
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Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 1833046 (Why is no real title available?)
- scientific article; zbMATH DE number 5586093 (Why is no real title available?)
- A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
- An Adaptive Estimation of Dimension Reduction Space
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- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- On Sliced Inverse Regression With High-Dimensional Covariates
- On projection pursuit regression
- Projection Pursuit Autoregression in Time Series
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Theoretical statistics. Topics for a core course
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
Cited in
(7)- Reduced-Rank Envelope Vector Autoregressive Model
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model
- Dimension reduction in time series under the presence of conditional heteroscedasticity
- On a matrix-valued autoregressive model
- Scaled envelope models for multivariate time series
- Stacking-based neural network for nonlinear time series analysis
- THE RECURSIVE FITTING OF SUBSET VARX MODELS
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