Simultaneous testing of mean and variance structures in nonlinear time series models
Year of publication: |
2010
|
---|---|
Authors: | Chen, Song Xi ; Gao, Jiti |
Publisher: |
Adelaide : School of Economics, Univ. of Adelaide |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Simultaneous Testing of the Mean and Variance Structures in Nonlinear Time Series Models
Gao, Jiti, (2010)
-
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
Hidalgo, Javier S., (2008)
-
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier, (2003)
- More ...
-
A test for model specification of diffusion processes
Chen, Song Xi, (2005)
-
A test for model specification of diffusion processes
Chen, Song Xi, (2005)
-
An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi, (2007)
- More ...