Pages that link to "Item:Q1175963"
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The following pages link to GARCH (1,1) processes are near epoch dependent (Q1175963):
Displaying 25 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- Testing for a change in correlation at an unknown point in time using an extended functional delta method (Q2890704) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
