Pages that link to "Item:Q2637362"

The following pages link to A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362):

Displaying 11 items.

• Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
• Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
• The time-varying GARCH-in-mean model (Q1782322) (← links)
• Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Nonstationary autoregressive conditional duration models (Q2691715) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)