Pages that link to "Item:Q1868970"
From MaRDI portal
The following pages link to Rescaled variance and related tests for long memory in volatility and levels (Q1868970):
Displaying 34 items.
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC (Q3632425) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- Kernel partial least squares for stationary data (Q4637047) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- R/S-bootstrapping test for fractional integration (Q5086300) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- A Note on Bayesian Inference for Long-Range Dependence of a Stationary Two-State Process (Q5266593) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)
- Tempered functional time series (Q6135345) (← links)
- A Statistical Recurrent Stochastic Volatility Model for Stock Markets (Q6149855) (← links)
- Time series modeling of paleoclimate data (Q6179614) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Fractional Gaussian noise: prior specification and model comparison (Q6625999) (← links)
- Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum (Q6626113) (← links)
