4. Mathematics
  5. Statistics Theory

Suhasini Subba Rao

Mathematics – Statistics Theory

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A recursive online algorithm for the estimation of time-varying ARCH parameters

Mathematics – Statistics Theory
Scientific paper

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A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)

Statistics – Methodology
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Mixing properties of ARCH and time-varying ARCH processes

Mathematics – Statistics Theory
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Nonparametric estimation for dependent data with an application to panel time series

Mathematics – Statistics Theory
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Normalized least-squares estimation in time-varying ARCH models

Mathematics – Statistics Theory
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