Pages that link to "Item:Q5863649"
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The following pages link to A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649):
Displayed 8 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)