Narrow search
Showing 1 - 2 of 2
Cover Image
Two‐Step Estimation for Time Varying Arch Models
Zhang, Yuanyuan; Liu, Rong; Shao, Qin; Yang, Lijian - In: Journal of Time Series Analysis 41 (2020) 4, pp. 551-570
Persistent link: https://www.econbiz.de/10012192373
Cover Image
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi-Step-Ahead Innovation Distribution Function
Kong, Juanjuan; Gu, Lijie; Yang, Lijian - In: Journal of Time Series Analysis 39 (2018) 5, pp. 690-708
Persistent link: https://www.econbiz.de/10012094925