Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
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Publication:5130157
DOI10.1080/02664763.2014.957661OpenAlexW2011291764MaRDI QIDQ5130157
Md. Mostafizur Rahman, Jian-hua Zhao, Wen Gan, Lei Shi
Publication date: 4 November 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2014.957661
Related Items (4)
Local influence analysis in general spatial models ⋮ Local influence analysis for Poisson autoregression with an application to stock transaction data ⋮ Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions ⋮ Bayesian local influence for spatial autoregressive models with heteroscedasticity
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