Pages that link to "Item:Q1572832"
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The following pages link to Change-point estimation in ARCH models (Q1572832):
Displaying 11 items.
- Change Point Detection with Stable AR(1) Errors (Q5272948) (← links)
- A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364) (← links)
- Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (Q5305516) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- New penalty in information criteria for the ARCH sequence with structural changes (Q6548868) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
- Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (Q6626310) (← links)