Pages that link to "Item:Q3097911"
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The following pages link to Score based goodness-of-fit tests for time series (Q3097911):
Displaying 13 items.
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- On goodness of fit for time series regression models (Q2746331) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
- Metalearning of time series: an approximate dynamic programming approach (Q6158419) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
