Pages that link to "Item:Q2739262"
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The following pages link to Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations (Q2739262):
Displaying 8 items.
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Limit results for the empirical process of squared residuals in GARCH models. (Q2574571) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
