Pages that link to "Item:Q1927300"
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The following pages link to On the residual autocorrelation of the autoregressive conditional duration model (Q1927300):
Displayed 10 items.
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- On diagnostic checking of the autoregressive conditional intensity model (Q3626377) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (Q4976478) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)