Pages that link to "Item:Q4925438"
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The following pages link to Influential observations in GARCH models (Q4925438):
Displaying 5 items.
- A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750) (← links)
- Assessment of Local Influence in GARCH Processes (Q4828183) (← links)