Pages that link to "Item:Q4673966"
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The following pages link to Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals (Q4673966):
Displaying 13 items.
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
