Pages that link to "Item:Q2574571"

The following pages link to Limit results for the empirical process of squared residuals in GARCH models. (Q2574571):

Displaying 12 items.

• Testing for bubbles and change-points (Q953776) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)