Pages that link to "Item:Q2856548"

The following pages link to Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548):

Displaying 7 items.

• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
• A Lagrange multiplier test for GARCH models (Q1184755) (← links)
• Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data (Q2414879) (← links)
• On the test of the volatility proxy model (Q5055216) (← links)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
• A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)