Pages that link to "Item:Q2931595"
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The following pages link to Conditional variance estimation in regression models with long memory (Q2931595):
Displaying 6 items.
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)