Pages that link to "Item:Q515143"
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The following pages link to Fitting a two phase threshold multiplicative error model (Q515143):
Displaying 8 items.
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)