Similar Search Results

Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters

Scaillet, Olivier (contributor) - 2005

Persistent link: https://www.econbiz.de/10003074267

Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters

Scaillet, Olivier (contributor) - 2005

Persistent link: https://www.econbiz.de/10003120209

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

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

Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models

Francq, Christian; Zakoïan, Jean-Michel - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 821-861

Persistent link: https://www.econbiz.de/10009534937

Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models

Francq, Christian; Zakoïan, Jean-Michel - In: Journal of financial econometrics 21 (2023) 5, pp. 1443-1482

Persistent link: https://www.econbiz.de/10014444685

Testing for concordance ordering

Cebrian, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001687882

Nonparametric specification analysis of dynamic parametric models

Henry, Marc (contributor); Scaillet, Olivier (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001655535

Testing for concordance ordering

Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001655832

Testing for threshold effect in ARFIMA models : application to US unemployment rate data

Lahiani, Amine; Scaillet, Olivier - 2008

Macroeconomic time series often involve a threshold effect in their ARMA representation, and exhibit long memory features. In this paper we introduce a new class of threshold ARFIMA models to account for this. The threshold effect is introduced in the autoregressive and/or the fractional...

Persistent link: https://www.econbiz.de/10003966199