Pages that link to "Item:Q1610926"

The following pages link to Detecting and diagnostic checking multivariate conditional heteroscedastic time series models (Q1610926):

Displaying 8 items.

• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)