Pages that link to "Item:Q3499425"
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The following pages link to Bootstrapping Autoregression under Non-stationary Volatility (Q3499425):
Displaying 13 items.
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)