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Results: 1-7 |
Results: 7
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Authors: Horvath, L Kokoszka, P
Citation: L. Horvath et P. Kokoszka, Large sample distribution of weighted sums of ARCH(p) squared residual correlations, ECONOMET TH, 17(2), 2001, pp. 283-295
Empirical process of the squared residuals of an ARCH sequence
Authors: Horvath, L Kokoszka, P Teyssiere, G
Citation: L. Horvath et al., Empirical process of the squared residuals of an ARCH sequence, ANN STATIST, 29(2), 2001, pp. 445-469
Change-point estimation in ARCH models
Authors: Kokoszka, P Leipus, R
Citation: P. Kokoszka et R. Leipus, Change-point estimation in ARCH models, BERNOULLI, 6(3), 2000, pp. 513-539
The periodogram at the Fourier frequencies
Authors: Kokoszka, P Mikosch, T
Citation: P. Kokoszka et T. Mikosch, The periodogram at the Fourier frequencies, STOCH PR AP, 86(1-2), 2000, pp. 49-79
Stationary ARCH models: Dependence structure and central limit theorem
Authors: Giraitis, L Kokoszka, P Leipus, R
Citation: L. Giraitis et al., Stationary ARCH models: Dependence structure and central limit theorem, ECONOMET TH, 16(1), 2000, pp. 3-22
Approximation for bootstrapped empirical processes
Authors: Csorgo, M Horvath, L Kokoszka, P
Citation: M. Csorgo et al., Approximation for bootstrapped empirical processes, P AM MATH S, 128(8), 2000, pp. 2457-2464
Testing for changes in multivariate dependent observations with an application to temperature changes
Authors: Horvath, L Kokoszka, P Steinebach, J
Citation: L. Horvath et al., Testing for changes in multivariate dependent observations with an application to temperature changes, J MULT ANAL, 68(1), 1999, pp. 96-119
Risultati: 1-7 |