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Cites work
- scientific article; zbMATH DE number 1106711 (Why is no real title available?)
- scientific article; zbMATH DE number 1416652 (Why is no real title available?)
- A stochastic volatility model with random level shifts and its applications to S\&P 500 and NASDAQ return indices
- An introduction to bispectral analysis and bilinear time series models
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bilinear Markovian representation and bilinear models
- Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Consistent Testing for Serial Correlation of Unknown Form
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
- Generalized autoregressive conditional heteroscedasticity
- Limit theorems for iterated random functions
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Non-stationary non-parametric volatility model
- Nonlinear time series. Nonparametric and parametric methods
- On the efficiency of a semi-parametric GARCH model
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- Time series. Data analysis and theory.
- Time series: Theory and methods
Cited in
(9)- Identifying the number of factors using a white noise test
- Robust adaptive rate-optimal testing for the white noise hypothesis
- On the asymptotic variance of higher order crossings with special reference to a fast white noise test
- Testing white noise in semi-parametric additive measurement error models
- scientific article; zbMATH DE number 4199399 (Why is no real title available?)
- A delta white noise functional
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Assessing white noise assumption with semi-parametric additive partial linear models
- IID time series testing
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