Pages that link to "Item:Q3552849"
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The following pages link to On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849):
Displaying 3 items.
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
