Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations

Fukang Zhu, Dehui Wang. Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations. Computational Statistics & Data Analysis, 54(2):496-508, 2010. [doi]

@article{ZhuW10-13,
  title = {Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations},
  author = {Fukang Zhu and Dehui Wang},
  year = {2010},
  doi = {10.1016/j.csda.2009.09.019},
  url = {http://dx.doi.org/10.1016/j.csda.2009.09.019},
  tags = {rule-based, model-based diagnostics, model checking, meta-model, diagnostics, Meta-Environment},
  researchr = {https://researchr.org/publication/ZhuW10-13},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {54},
  number = {2},
  pages = {496-508},
}