Pages that link to "Item:Q2954300"
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The following pages link to Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300):
Displaying 38 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (Q279444) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
- Real time estimation of stochastic volatility processes (Q1931658) (← links)
- Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- A functional version of the ARCH model (Q2847583) (← links)
- GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
- Mixing conditions of conjugate processes (Q4997514) (← links)
- Functional‐coefficient regression models with GARCH errors (Q5094258) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Spatial correlation in weather forecast accuracy: a functional time series approach (Q6178873) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Functional horseshoe smoothing for functional trend estimation (Q6593377) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)
- Supervised dimension reduction for functional time series (Q6640078) (← links)
