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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.