Pages that link to "Item:Q5864639"

The following pages link to A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639):

Displaying 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)