Pages that link to "Item:Q391534"
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The following pages link to Corrected portmanteau tests for VAR models with time-varying variance (Q391534):
Displaying 9 items.
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
