Influential observations in GARCH models (Q4925438): Difference between revisions

@@ Property / cites work @@
+Local influence: a new approach
@@ Property / cites work: Local influence: a new approach / rank @@
+Normal rank
@@ Property / cites work @@
+Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
+Normal rank
@@ Property / cites work @@
+Diagnostics for Autocorrelated Regression Models
@@ Property / cites work: Diagnostics for Autocorrelated Regression Models / rank @@
+Normal rank
@@ Property / cites work @@
+Influence diagnostics for linear models with first-order autoregressive elliptical errors
+Normal rank
@@ Property / cites work @@
+On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
+Normal rank
@@ Property / cites work @@
+Assessment of Local Influence in GARCH Processes
@@ Property / cites work: Assessment of Local Influence in GARCH Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Slope influence diagnostics in conditional heteroscedastic time series models
+Normal rank