Pages that link to "Item:Q888328"
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The following pages link to A misspecification test for multiplicative error models of non-negative time series processes (Q888328):
Displaying 11 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- On estimating the nonparametric multiplicative error models (Q1668246) (← links)
- The consequences of misspecification in time series processes (Q1676682) (← links)
- Diagnostic checking of Markov multiplicative error models (Q1787720) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)
