Conditional quantile analysis for realized GARCH models.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 640, doi. 10.1111/jtsa.12633
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 4
Results: 7
1
2
Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 610, doi. 10.1111/jtsa.12630
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- Publication type:
- Article
3
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 532, doi. 10.1111/jtsa.12627
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- Publication type:
- Article
4
Long‐term prediction intervals with many covariates.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 587, doi. 10.1111/jtsa.12629
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- Publication type:
- Article
5
Simultaneous variable selection and structural identification for time‐varying coefficient models.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 511, doi. 10.1111/jtsa.12626
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- Publication type:
- Article
6
Misspecified semiparametric model selection with weakly dependent observations.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 558, doi. 10.1111/jtsa.12628
- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 509, doi. 10.1111/jtsa.12599
- Publication type:
- Article