Items where Author is "Subba Rao, Suhasini"

Item Type No Grouping

A Haar-Fisz technique for locally stationary volatility estimation. Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini

Mixing properties of ARCH and time-varying ARCH processes. Fryzlewicz, Piotr and Subba Rao, Suhasini

Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Fryzlewicz, Piotr and Subba Rao, Suhasini

Normalized least-squares estimation in time-varying ARCH models. Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini