The following pages link to Mauricio Zevallos (Q481420):
Displaying 12 items.
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- A note on curvature influence diagnostics in elliptical regression models (Q1674032) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Riemann manifold Langevin methods on stochastic volatility estimation (Q3133063) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Influential observations in GARCH models (Q4925438) (← links)
- Assessing stock market dependence and contagion (Q5245917) (← links)
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (Q5252859) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
