The following pages link to (Q4660424):
Displayed 18 items.
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)
- Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (Q6104904) (← links)