Pages that link to "Item:Q528143"
From MaRDI portal
The following pages link to Moment condition tests for heavy tailed time series (Q528143):
Displaying 7 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
