Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors

Autoregressive exogenous, hereafter ARX, models are widely adopted in time series-related domains as they can be regarded as the combination of an autoregressive process and a predictive regression. Within a more complex structure, extant diagnostic checking methods face difficulties in remaining va...

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Detalles Bibliográficos
Autores principales: Li, Hanqing, Liu, Xiaohui, Chen, Yuting, Fan, Yawen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407598/
https://www.ncbi.nlm.nih.gov/pubmed/36010740
http://dx.doi.org/10.3390/e24081076

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407598/
https://www.ncbi.nlm.nih.gov/pubmed/36010740
http://dx.doi.org/10.3390/e24081076

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