Pages that link to "Item:Q2986524"
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The following pages link to SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524):
Displaying 7 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
