Influential observations in GARCH models (Q4925438): Difference between revisions

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+https://doi.org/10.1080/00949655.2011.583651
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+W2034515787
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@@ Property / cites work @@
+Local influence: a new approach
@@ Property / cites work: Local influence: a new approach / rank @@
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+Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
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+Diagnostics for Autocorrelated Regression Models
@@ Property / cites work: Diagnostics for Autocorrelated Regression Models / rank @@
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+Influence diagnostics for linear models with first-order autoregressive elliptical errors
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+On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
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+Assessment of Local Influence in GARCH Processes
@@ Property / cites work: Assessment of Local Influence in GARCH Processes / rank @@
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+Slope influence diagnostics in conditional heteroscedastic time series models
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