Pages that link to "Item:Q4921650"
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The following pages link to Diagnostic Checking for GARCH-Type Models (Q4921650):
Displaying 7 items.
- Testing the adequacy of GARCH-type models in time series (Q846855) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (Q3597968) (← links)