Pages that link to "Item:Q5397672"
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The following pages link to LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672):
Displaying 13 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- On estimating the nonparametric multiplicative error models (Q1668246) (← links)
- Diagnostic checking of Markov multiplicative error models (Q1787720) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
