Pages that link to "Item:Q1872488"
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The following pages link to A model for long memory conditional heteroscedasticity. (Q1872488):
Displayed 33 items.
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory (Q963108) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- Hurst Index of Functions of Long-Range-Dependent Markov Chains (Q2897155) (← links)
- ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Space‐time modelling of trends in temperature series (Q5495684) (← links)
