Pages that link to "Item:Q1380606"
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The following pages link to A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606):
Displaying 10 items.
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A test of conditional heteroscedasticity in time series (Q1283077) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
