Pages that link to "Item:Q811063"

The following pages link to Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063):

Displaying 33 items.

• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• Long memory stochastic volatility : A bayesian approach (Q4550616) (← links)
• STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
• Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (Q4619501) (← links)
• Analysis of the correlation structure of square time series (Q4677028) (← links)
• LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
• On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
• To infinity and beyond: Efficient computation of ARCH(<i>∞</i>) models (Q4997702) (← links)
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
• ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
• Harmonically Weighted Processes (Q5111777) (← links)
• Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
• A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
• QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
• Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
• Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
• LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
• MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
• A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
• A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
• The memory of stochastic volatility models (Q5932777) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)