Pages that link to "Item:Q2453037"
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The following pages link to A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037):
Displayed 9 items.
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)