The following pages link to (Q5312871):
Displayed 4 items.
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Conditionally heteroscedastic unobserved component models and their reduced form (Q974179) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)