Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

Journal of Business and Economic Statistics

Volumn 23, Issue 1, 2005, Pages 118-129

  Zhang, Xibin ^a   King, Maxwell L ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Data perturbation; Model perturbation; Modified likelihood displacement; Slope And curvature based diagnostics

Indexed keywords

EID: 12344319157     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000217     Document Type: Article

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