Pages that link to "Item:Q3577700"
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The following pages link to ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700):
Displaying 11 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
