Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (Q3597968): Difference between revisions
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Revision as of 12:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach |
scientific article |
Statements
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (English)
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29 January 2009
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absolute residual autocorrelation
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asymptotic distribution
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diagnostic checking
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GARCH model
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local least absolute deviation estimator
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squared residual autocorrelation
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