Narrow search
Showing 1 - 6 of 6
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
Cover Image
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie; Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935357
Cover Image
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Cover Image
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian; Jiménez-Gamero, M. D.; Meintanis, S. G. - In: Journal of econometrics 196 (2017) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Cover Image
Testing the existence of moments for GARCH processes
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 227 (2022) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10013441622