Pages that link to "Item:Q3077675"
From MaRDI portal
The following pages link to Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675):
Displaying 5 items.
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Variance function estimation via model selection (Q3066644) (← links)
- Robust estimation of conditional variance of time series using density power divergences (Q4687630) (← links)