Pages that link to "Item:Q2937712"
From MaRDI portal
The following pages link to A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712):
Displaying 9 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)
- New mixed portmanteau tests for time series models (Q6494418) (← links)