Pages that link to "Item:Q1856544"
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The following pages link to On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544):
Displayed 11 items.
- Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model (Q2513181) (← links)
- Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
- On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests (Q2633516) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
- On testing the symmetry of innovation distribution in autoregression schemes (Q6155008) (← links)