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Combining Nonparametric and Optimal Linear Time Series Predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association
105
(
2010
)
492
,
pp. 1554-1565
Persistent link: https://www.econbiz.de/10008784071
Saved in:
2
Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10004982645
Saved in:
3
Diagnostic Checking in ARMA Models With Uncorrelated Errors
Francq, Christian
;
Roy, Roch
;
Zakoian, Jean-Michel
- In:
Journal of the American Statistical Association
100
(
2005
)
June
,
pp. 532-544
Persistent link: https://www.econbiz.de/10005734175
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