Slope influence diagnostics in conditional heteroscedastic time series models (Q481421): Difference between revisions
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Revision as of 09:29, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Slope influence diagnostics in conditional heteroscedastic time series models |
scientific article |
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Slope influence diagnostics in conditional heteroscedastic time series models (English)
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12 December 2014
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GARCH
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local influence
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outliers
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