Pages that link to "Item:Q2426622"
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The following pages link to Normalized least-squares estimation in time-varying ARCH models (Q2426622):
Displaying 34 items.
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- Cross validation for locally stationary processes (Q2313282) (← links)
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Bayesian time‐varying autoregressive models of COVID‐19 epidemics (Q6149268) (← links)
- Locally Stationary Multiplicative Volatility Modeling (Q6149862) (← links)
