Robust modelling of DTARCH models (Q5703223)
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scientific article; zbMATH DE number 2226295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust modelling of DTARCH models |
scientific article; zbMATH DE number 2226295 |
Statements
Robust modelling of DTARCH models (English)
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8 November 2005
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conditional heteroskedasticity
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Double-threshold
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median regression
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model diagnostic checking
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robust portmanteau statistic
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