Pages that link to "Item:Q4319856"

The following pages link to ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (Q4319856):

Displaying 47 items.

• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• A new hyperbolic GARCH model (Q888335) (← links)
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
• A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
• A test of conditional heteroscedasticity in time series (Q1283077) (← links)
• On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
• A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
• Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
• A test for constant correlations in a multivariate GARCH model (Q1584770) (← links)
• Comparison of specification tests for GARCH models (Q1623530) (← links)
• Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• On the residual autocorrelation of the autoregressive conditional duration model (Q1927300) (← links)
• On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (Q2324690) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• New mixed portmanteau tests for time series models (Q6494418) (← links)