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Mode Identification of Volatility in Time-Varying Autoregression
Chandler, Gabriel; Polonik, Wolfgang - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1217-1230
Persistent link: https://www.econbiz.de/10010028432
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Theory and Methods - Conditional Minimum Volume Predictive Regions For Stochastic Processes
Polonik, Wolfgang; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 450, pp. 509-519
Persistent link: https://www.econbiz.de/10006624011
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Polonik, Wolfgang - In: Journal of the American Statistical Association : JASA 106 (2011) 495, pp. 936-940
Persistent link: https://www.econbiz.de/10009797108
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10008143196
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-163
Persistent link: https://www.econbiz.de/10008898197