Pages that link to "Item:Q4546739"
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The following pages link to A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739):
Displaying 10 items.
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883) (← links)
- Testing for threshold autoregression with conditional heteroscedasticity (Q4364907) (← links)
- Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
- On conditionally heteroscedastic AR models with thresholds (Q5413275) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)