Pages that link to "Item:Q5220897"

The following pages link to Influence diagnostics in a vector autoregressive model (Q5220897):

Displaying 13 items.

• Sensitivity analysis in linear models (Q287610) (← links)
• Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
• A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Influence diagnostics in mixed effects logistic regression models (Q2273186) (← links)
• Influence diagnostics in possibly asymmetric circular-linear multivariate regression models (Q2412798) (← links)
• Influence diagnostics in partially varying-coefficient models (Q2480090) (← links)
• Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
• Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
• On a logistic regression model with random intercept: diagnostic analytics, simulation and biological application (Q5033426) (← links)
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
• Diagnostic analysis for a vector autoregressive model under Student^<i>′</i>s <i>t</i>‐distributions (Q6088212) (← links)
• Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)