Pages that link to "Item:Q4979076"
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The following pages link to Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076):
Displaying 8 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
