Pages that link to "Item:Q4015851"

The following pages link to On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling (Q4015851):

Displaying 18 items.

• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
• A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (Q4319856) (← links)
• ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
• A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
• ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
• DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (Q4870533) (← links)
• Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051) (← links)
• Multivariate hypothesis testing using generalized and {2}-inverses – with applications (Q5263990) (← links)