Pages that link to "Item:Q1421318"
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The following pages link to Bootstrapping nonparametric estimators of the volatility function. (Q1421318):
Displaying 13 items.
- Estimating function approach for CHARN models (Q475342) (← links)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
- Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
- Volatility estimation and bootstrap (Q2769703) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- On geometric ergodicity of CHARME models (Q5391310) (← links)
