Pages that link to "Item:Q956923"
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The following pages link to On robust testing for conditional heteroscedasticity in time series models (Q956923):
Displaying 6 items.
- On the online estimation of local constant volatilities (Q76074) (← links)
- Detecting an innovative outlier in a set of time series (Q956957) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
