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Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
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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 : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
3
Theory and Methods - Diagnostic Checking in ARMA Models With Uncorrelated Errors
Francq, Christian
;
Roy, Roch
;
Zakoi͏̈an, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10006606919
Saved in:
4
Combining Nonparametric and Optimal Linear Time Series Predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoian, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
492
,
pp. 1554-1566
Persistent link: https://www.econbiz.de/10008819020
Saved in:
5
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 : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10008240467
Saved in:
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