Pages that link to "Item:Q3597968"

The following pages link to Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (Q3597968):

Displaying 20 items.

• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• A new hyperbolic GARCH model (Q888335) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• Analysing liquidity and absorption limits of electronic markets with volume durations (Q3518375) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
• Asymmetric linear double autoregression (Q5095288) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
• LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)