Model selection for a class of conditional heteroscedastic processes /

مواد مشابهة

• Conditional heteroscedasticity, external events and application of wavelet filters in financial time series /
  بواسطة: Sabiruzzman, Md
  منشور في: (2012)
• Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points
  بواسطة: Muhammadu, Adamu Adamu
  منشور في: (2016)
• Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
  بواسطة: Majeed Al-Talib, Bashar Abdul Aziz
  منشور في: (2006)
• L[1]-GARCH models : parameter estimations, performance measures and its applications /
  بواسطة: Shamsul Rijal Muhammad Sabri
  منشور في: (2008)
• Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers
  بواسطة: Rana, Md. Sohel
  منشور في: (2010)