Author:
Bagnato Luca,Punzo Antonio
Publisher
Springer Berlin Heidelberg
Reference9 articles.
1. Bagnato, L.: Nonparametric ARCH with additive mean and multiplicative volatility: A new estimation procedure. Statistica & Applicazioni VII(1), 63–76 (2009)
2. Bagnato, L., Punzo, A.: On the use of χ
2-test to check serial independence. Statistica & Applicazioni VIII(1), 57–74 (2010)
3. Bagnato, L., Punzo, A.: Checking serial independence of residuals from a nonlinear model. In: Gaul, W., Geyer-shulz, A., Schmidt-thieme, L., Kunze, J. (eds.) Challenges at the Interface of Data Analysis, Computer Science, and Optimization, Studies in Classification, Data Analysis and Knowledge Organization, pp. 203–211. Springer, Berlin-Heidelberg (2012)
4. Bagnato, L., Punzo, A., Nicolis, O.: The autodependogram: a graphical device to investigate serial dependences. J. Time Anal. 33(2), 233–254 (2012)
5. Cochran, W.G.: Some methods for strengthening the common χ
2 tests. Biometrics 10(4), 417–451 (1954)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献