Pages that link to "Item:Q4561954"

The following pages link to ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954):

Displaying 38 items.

• Stationarity and invertibility of a dynamic correlation matrix (Q4568273) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• (Q4986371) (← links)
• Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
• The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
• Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
• LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
• Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (Q5057284) (← links)
• General Hannan and Quinn criterion for common time series (Q5064935) (← links)
• Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• A Stationary Spatio‐Temporal GARCH Model (Q5111841) (← links)
• Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
• A dynamic double asymmetric copula generalized autoregressive conditional heteroskedasticity model: application to China's and US stock market (Q5130150) (← links)
• The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
• On testing for causality in variance between two multivariate time series (Q5218935) (← links)
• ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
• Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
• A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
• A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
• Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
• Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
• New mixed portmanteau tests for time series models (Q6494418) (← links)
• A general asymptotic theory for time-series models (Q6573259) (← links)
• Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
• Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
• On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
• Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
• Efficient and consistent model selection procedures for time series (Q6635709) (← links)
• Empirical risk minimization for time series: nonparametric performance bounds for prediction (Q6664628) (← links)