Pages that link to "Item:Q4561967"
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The following pages link to ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967):
Displaying 20 items.
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
