Pages that link to "Item:Q2856548"
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The following pages link to Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548):
Displaying 4 items.
- Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data (Q2414879) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
