Pages that link to "Item:Q76074"
From MaRDI portal
The following pages link to On the online estimation of local constant volatilities (Q76074):
Displaying 8 items.
- Online estimation of time-varying volatility using a continuous-discrete LMS algorithm (Q955357) (← links)
- Robust online scale estimation in time series: a model-free approach (Q958791) (← links)
- robnptests (Q1349569) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- A Haar–Fisz technique for locally stationary volatility estimation (Q3434086) (← links)
- Robust control charts for the mean of a locally linear time series (Q5036905) (← links)