Pages that link to "Item:Q2284370"
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The following pages link to Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370):
Displaying 13 items.
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)
- Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
- Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
