A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494): Difference between revisions

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+Q3703094
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Nonlinear time series. Nonparametric and parametric methods
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+Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
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+Diagnostic Checking in ARMA Models With Uncorrelated Errors
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
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+Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
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+Score based goodness-of-fit tests for time series
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+On a measure of lack of fit in time series models
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+Q4194329
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Least absolute deviations estimation for ARCH and GARCH models
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+TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
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+Detecting and diagnostic checking multivariate conditional heteroscedastic time series models
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+Mixed Portmanteau Tests for Time‐Series Models
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+Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
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