Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687): Difference between revisions

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-.1007/s00362-021-01257-w
@@ Property / DOI: 10.1007/s00362-021-01257-w / rank @@
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+ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
+Normal rank
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+The Lindeberg-Levy Theorem for Martingales
@@ Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank @@
+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+GARCH Models
@@ Property / cites work: GARCH Models / rank @@
+Normal rank
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+Diagnostic Checking in ARMA Models With Uncorrelated Errors
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+Goodness-of-fit tests for Log-GARCH and EGARCH models
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+Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes
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+EGARCH models with fat tails, skewness and leverage
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+Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
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+A Model Specification Test For GARCH(1,1) Processes
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+Q4821817
@@ Property / cites work: Q4821817 / rank @@
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
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+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
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+Multivariate portmanteau tests for weak multiplicative seasonal VARMA models
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+Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
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+Q4194329
@@ Property / cites work: Q4194329 / rank @@
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+Partially linear models with first-order autoregressive symmetric errors
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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@@ Property / DOI @@
+.1007/S00362-021-01257-W
@@ Property / DOI: 10.1007/S00362-021-01257-W / rank @@
+Normal rank