Pages that link to "Item:Q1305654"
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The following pages link to Testing for a slowly changing level with special reference to stochastic volatility (Q1305654):
Displaying 6 items.
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Testing for serial correlation in the presence of stochastic volatility (Q1000525) (← links)
- Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)
- Testing for changing volatility (Q5084375) (← links)