Pages that link to "Item:Q5861036"
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The following pages link to In-fill asymptotic theory for structural break point in autoregressions (Q5861036):
Displaying 6 items.
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
- A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
- Testing for homogeneous thresholds in threshold regression models (Q6536816) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
