Pages that link to "Item:Q2368858"
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The following pages link to High moment partial sum processes of residuals in GARCH models and their applications (Q2368858):
Displaying 31 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
- A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- A note on the Jarque-Bera normality test for GARCH innovations (Q2510920) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (Q5430492) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
