Pages that link to "Item:Q5397672"

The following pages link to LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672):

Displayed 11 items.

• Fitting a two phase threshold multiplicative error model (Q515143) ‎ (← links)
• Evaluating multiplicative error models: a residual-based approach (Q830601) ‎ (← links)
• Diagnostic checking of the vector multiplicative error model (Q1660140) ‎ (← links)
• On estimating the nonparametric multiplicative error models (Q1668246) ‎ (← links)
• Diagnostic checking of Markov multiplicative error models (Q1787720) ‎ (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) ‎ (← links)
• A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) ‎ (← links)
• Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) ‎ (← links)
• SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) ‎ (← links)
• Adaptive Lasso for vector Multiplicative Error Models (Q5121495) ‎ (← links)
• A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) ‎ (← links)