Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Q4230831
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+An automatic portmanteau test for serial correlation
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+Q4158357
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+Properties of moments of a family of GARCH processes
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+MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH  MODELS
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+Wild bootstrapping variance ratio tests
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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+Inference For Autocorrelations Under Weak Assumptions
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+Estimating the dimension of a model
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