Pages that link to "Item:Q1283077"

The following pages link to A test of conditional heteroscedasticity in time series (Q1283077):

Displaying 17 items.

• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
• Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538) (← links)
• A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
• Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
• A consistent test for conditional heteroskedasticity in time-series regression models (Q2716439) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• (Q3409059) (← links)
• Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (Q4237849) (← links)
• Testing for conditional heteroscedasticity: some monte carlo results (Q4345966) (← links)
• Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
• ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
• Testing conditional heteroscedasticity with systematic sampling of time series (Q6115031) (← links)
• On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)