Slope influence diagnostics in conditional heteroscedastic time series models (Q481421)

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Slope influence diagnostics in conditional heteroscedastic time series models
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    title
    Slope influence diagnostics in conditional heteroscedastic time series models (English)
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    DOI
    10.1214/13-BJPS227
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    author
    Mauricio Zevallos
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    Luiz Koodi Hotta
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    publication date
    12 December 2014
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    Mathematics Subject Classification ID
    62M10
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    91B84
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    62P05
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    zbMATH DE Number
    6380143
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    zbMATH Keywords
    GARCH
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    local influence
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    outliers
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