The following pages link to (Q4407617):
Displayed 12 items.
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Spurious correlation under fractional integration in output series (Q974192) (← links)
- Dynamic detection of change points in long time series (Q995801) (← links)
- Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Fractional integrated GARCH diffusion limit models (Q2510697) (← links)