Pages that link to "Item:Q2769688"
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The following pages link to Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688):
Displaying 4 items.
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Bootstrap tests for simple structures in nonparametric time series regression (Q660070) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)