Pages that link to "Item:Q3103184"
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The following pages link to Influence diagnostics for multivariate GARCH processes (Q3103184):
Displayed 4 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)