Pages that link to "Item:Q2497190"
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The following pages link to Fitting an error distribution in some heteroscedastic time series models (Q2497190):
Displayed 28 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series (Q945778) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← 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 of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)