Pages that link to "Item:Q4828183"

The following pages link to Assessment of Local Influence in GARCH Processes (Q4828183):

Displaying 9 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)
• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
• Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
• Influential observations in GARCH models (Q4925438) (← links)
• Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (Q5130157) (← links)
• A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)