Pages that link to "Item:Q5860900"
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The following pages link to Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900):
Displaying 5 items.
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)
- Testing serial correlation in a general <i>d</i> -factor model with possible infinite variance (Q6579843) (← links)
