Pages that link to "Item:Q262749"
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The following pages link to Nonparametric estimation of structural change points in volatility models for time series (Q262749):
Displaying 24 items.
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution (Q394686) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Off-line testing for a changed segment in the sample variance (Q852272) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Nonparametric analysis of the Shenzhen stock market: the day of the week effect (Q1931043) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- On change-point detection in volatile series using GARCH models (Q2408327) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
- Nonparametric statistical analysis of structural change points in volatility models for dependent time series (Q2917959) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- CUSUM Methods for Monitoring Structural Changes in Structural Equations (Q3007854) (← links)
- Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
- Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088) (← links)
- Inference for a change‐point problem under an OU setting with unequal and unknown volatilities (Q5107620) (← links)
- Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
- Analysis of time series with multiple shifts of levels and volatilities (Q5894348) (← links)
