Pages that link to "Item:Q2384591"
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The following pages link to Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591):
Displaying 6 items.
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- On diagnostic checking of the autoregressive conditional intensity model (Q3626377) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
