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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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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
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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
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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
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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