Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations

7 references·2 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1978Time Series Analysis: Forecasting and Control.5,299 cited
2009Time series analysis forecasting and control2,585 cited
1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
2006Integer‐Valued GARCH Process499 cited
1994ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY285 cited
1997On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity243 cited
2003ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS50 cited

Cited by

2014Influence diagnostics in log-linear integer-valued GARCH models29 cited
2017Monitoring parameter shift with Poisson integer-valued GARCH models15 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work