Pages that link to "Item:Q5864639"
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The following pages link to A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639):
Displayed 3 items.
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
