Pages that link to "Item:Q1770073"

The following pages link to On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073):

Displaying 8 items.

• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking'' (Q968482) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (Q4319856) (← links)
• On testing for causality in variance between two multivariate time series (Q5218935) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)