Pages that link to "Item:Q4366214"
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The following pages link to On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity (Q4366214):
Displayed 18 items.
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
- ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (Q4561968) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments (Q6099137) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
