Pages that link to "Item:Q2707870"
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The following pages link to Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870):
Displaying 12 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Simple approximations for option pricing under mean reversion and stochastic volatility (Q1424642) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
