Pages that link to "Item:Q3081463"
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The following pages link to EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463):
Displaying 9 items.
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Empirical likelihood for regression discontinuity design (Q2346018) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- On prediction intervals for conditionally heteroscedastic processes (Q2784958) (← links)
- Model-free inference for tail risk measures (Q2786682) (← links)
- Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
