Pages that link to "Item:Q5176759"
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The following pages link to A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759):
Displaying 4 items.
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
