The following pages link to (Q4410079):
Displayed 8 items.
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series (Q945778) (← links)
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098) (← links)