Pages that link to "Item:Q1848867"

The following pages link to Empirical process of the squared residuals of an ARCH sequence (Q1848867):

Displaying 34 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Monitoring disruptions in financial markets (Q291846) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• Guaranteed detection of an imbalance instant of the GARCH-process (Q885777) (← links)
• Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Detection of multiple change-points in multivariate time series (Q2471636) (← links)
• The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
• Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
• Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
• Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
• ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
• ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
• TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
• ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
• Asymptotic properties in ARCH(p)-time series (Q5457949) (← links)
• Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)