Open AccessSlope influence diagnostics in conditional heteroscedastic time series models
Author(s) -
Mauricio Zevallos,
Luiz Koodi Hotta
Publication year - 2015
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/13-bjps227
Subject(s) - heteroscedasticity , residual , mathematics , series (stratigraphy) , econometrics , statistics , monte carlo method , time series , statistical physics , algorithm , paleontology , biology , physics