Pages that link to "Item:Q290952"

The following pages link to Adaptive estimation of autoregressive models with time-varying variances (Q290952):

Displaying 28 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
• Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)