Pages that link to "Item:Q2343810"
From MaRDI portal
The following pages link to Residual-based rank specification tests for AR-GARCH type models (Q2343810):
Displaying 7 items.
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)
