Pages that link to "Item:Q537479"
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The following pages link to A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479):
Displaying 7 items.
- An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)
