ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700): Difference between revisions

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+Nonparametric tests for conditional symmetry in dynamic models
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+Weighted empirical processes in dynamic nonlinear models.
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+Evaluating GARCH models.
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+On a measure of lack of fit in time series models
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+A goodness-of-fit test for ARCH(\(\infty\)) models
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+Comparing nonparametric versus parametric regression fits
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+Q3911791
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Generalized spectral tests for the martingale difference hypothesis
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+ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS
+Normal rank
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+Joint and marginal specification tests for conditional mean and variance models
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+Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
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+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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+A consistent test for conditional symmetry in time series models
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+Checking nonlinear heteroscedastic time series models
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+Fitting an error distribution in some heteroscedastic time series models
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