Modal volatility function.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 748, doi. 10.1111/jtsa.12790
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2025 AND VI 46 AND IP 4
Results: 10
1
2
Exact likelihood for inverse gamma stochastic volatility models.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 774, doi. 10.1111/jtsa.12795
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- Publication type:
- Article
3
A note on Johansen's rank conditions and the Jordan form of a matrix.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 796, doi. 10.1111/jtsa.12789
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- Publication type:
- Article
4
Estimation for conditional moment models based on martingale difference divergence.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 727, doi. 10.1111/jtsa.12788
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- Publication type:
- Article
5
Mixed orthogonality graphs for continuous‐time state space models and orthogonal projections.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 692, doi. 10.1111/jtsa.12787
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- Publication type:
- Article
6
Local quadratic spectral and covariance matrix estimation.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 674, doi. 10.1111/jtsa.12783
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- Publication type:
- Article
7
Local Whittle estimation in time‐varying long memory series.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 647, doi. 10.1111/jtsa.12782
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- Publication type:
- Article
8
Simultaneous inference of a partially linear model in time series.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 623, doi. 10.1111/jtsa.12781
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- Publication type:
- Article
9
On buffered moving average models.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 599, doi. 10.1111/jtsa.12778
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- Publication type:
- Article
10
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 4, p. 597, doi. 10.1111/jtsa.12755
- Publication type:
- Article