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For: Wong H, Li WK. ANN I STAT MATH 2002;54:45-59. [DOI: 10.1023/a:1016161620735] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
Number Cited by Other Article(s)
1
De Gooijer JG. On portmanteau-type tests for nonlinear multivariate time series. J MULTIVARIATE ANAL 2023. [DOI: 10.1016/j.jmva.2023.105157] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/13/2023]
2
Wang Z, Wang D. BRC-GARCH-X model: the empirical evidence in stock returns. COMMUN STAT-SIMUL C 2022. [DOI: 10.1080/03610918.2022.2102653] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
3
Xuan H, Song L, Ji UC, Sun Y, Dai T. Quasi-maximum exponential likelihood estimator and portmanteau test of double AR ( p ) model based on Laplace ( a , b ). JOURNAL OF INEQUALITIES AND APPLICATIONS 2018;2018:233. [PMID: 30839661 PMCID: PMC6132383 DOI: 10.1186/s13660-018-1769-9] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 10/10/2017] [Accepted: 06/04/2018] [Indexed: 06/09/2023]
4
Tchahou HN, Duchesne P. On testing for causality in variance between two multivariate time series. J STAT COMPUT SIM 2012. [DOI: 10.1080/00949655.2012.679941] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
5
Duchesne P, Lalancette S. On testing for multivariate ARCH effects in vector time series models. CAN J STAT 2008. [DOI: 10.2307/3316087] [Citation(s) in RCA: 21] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/10/2022]
6
Duchesne P. Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Comput Stat Data Anal 2006. [DOI: 10.1016/j.csda.2006.07.022] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
7
Ip W, Wong H, Pan J, Li D. The asymptotic convexity of the negative likelihood function of GARCH models. Comput Stat Data Anal 2006. [DOI: 10.1016/j.csda.2004.08.012] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
8
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking. Stat Probab Lett 2004. [DOI: 10.1016/j.spl.2004.02.006] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
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