Showing results 1 to 7 of 7
Title | Author(s) | Issue Date | |
---|---|---|---|
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors Journal:Journal of Time Series Analysis | 1997 | ||
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence Journal:Econometric Reviews | 2003 | ||
2001 | |||
Human post‐infection serological response to the spike and nucleocapsid proteins of SARS‐CoV‐2 Journal:Influenza and Other Respiratory Viruses | 2021 | ||
Joint modeling of cointegration and conditional heteroscedasticity with applications Journal:Annals of the Institute of Statistical Mathematics | 2005 | ||
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity Journal:Journal of the American Statistical Association | 1997 | ||
Recent theoretical results for time series models with GARCH errors Journal:Journal of Economic Surveys | 2002 |