The following pages link to Violetta Dalla (Q265114):
Displaying 8 items.
- A parametric bootstrap test for cycles (Q265115) (← links)
- (Q996770) (redirect page) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)