Items where Author is "Subba Rao, Suhasini"

Number of items: 4.
Article
  • 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