✦ LIBER ✦

Residual analysis for ARCH(p)-time series

✍ Scribed by Winfried Stute

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonparametric factor analysis of residua

✍ Juan M. Rodríguez-Poo; Oliver Linton 📂 Article 📅 2001 🏛 CrossRef test prefix 🌐 English ⚖ 723 KB

REVERSED RESIDUALS IN AUTOREGRESSIVE TIM

✍ A. J. Lawrance; P. A. W. Lewis 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 662 KB

Diagnostics for Time Series Analysis

✍ Richard Gerlach; Chris Carter; Robert Kohn 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 670 KB

Web Quantlets for Time Series Analysis

✍ Wolfgang Härdle; Torsten Kleinow; Rolf Tschernig 📂 Article 📅 2001 🏛 Springer Japan 🌐 English ⚖ 678 KB

Generalized canonical analysis for time

✍ P.M Robinson 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 1013 KB

Robust residual cross correlation tests

✍ Li, W. K; Hui, Y. V 📂 Article 📅 1994 🏛 Taylor and Francis Group 🌐 English ⚖ 320 KB