Pages that link to "Item:Q1663317"
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The following pages link to Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317):
Displaying 4 items.
- Empirical likelihood confidence regions for one- or two-samples with doubly censored data (Q1660214) (← links)
- On the residual autocorrelation of the autoregressive conditional duration model (Q1927300) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)