Pages that link to "Item:Q1872845"

The following pages link to Residual analysis for \(\text{ARCH}(p)\)-time series. (Q1872845):

Displaying 12 items.

• The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047) (← links)
• Asymptotics for L2-norm of ARCH innovation density estimator (Q719475) (← links)
• Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series (Q945778) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
• (Q4212940) (← links)
• (Q4663824) (← links)
• A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)
• Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
• Asymptotic properties in ARCH(p)-time series (Q5457949) (← links)