Pages that link to "Item:Q736570"
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The following pages link to Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570):
Displaying 3 items.
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)