Biblio

2 resultats trouvés
Filtres: Mot-clé is Lagrange multiplier test  [Clear All Filters]
E
Mainassara YBoubacar.  2014.  Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models. ELECTRONIC JOURNAL OF STATISTICS. 8:2701-2740.
T
Chuffart T, Flachaire E, Peguin-Feissolle A.  2018.  Testing for misspecification in the short-run component of GARCH-type models. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS. 22:20170069.