Pages that link to "Item:Q4562549"
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The following pages link to DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549):
Displaying 19 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
