Pages that link to "Item:Q4828183"
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The following pages link to Assessment of Local Influence in GARCH Processes (Q4828183):
Displaying 4 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
