Pages that link to "Item:Q3460672"
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The following pages link to A Model Specification Test For GARCH(1,1) Processes (Q3460672):
Displayed 9 items.
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)