Chen, Cathy W. S.; So, Mike K. P.; Li, Jessica C.; Sriboonchitta, Songsak Autoregressive conditional negative binomial model applied to over-dispersed time series of counts. (English) Zbl 1487.62106 Stat. Methodol. 31, 73-90 (2016). MSC: 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Methodol. 31, 73--90 (2016; Zbl 1487.62106) Full Text: DOI
Lee, Sangyeol; Kim, Byungsoo Copula parameter change test for nonlinear AR models with nonlinear GARCH errors. (English) Zbl 1487.62109 Stat. Methodol. 25, 1-22 (2015). MSC: 62M10 62M07 62H05 62E20 62P05 PDFBibTeX XMLCite \textit{S. Lee} and \textit{B. Kim}, Stat. Methodol. 25, 1--22 (2015; Zbl 1487.62109) Full Text: DOI
Lee, Jiyeon; Lee, Sangyeol; Park, Siyun Maximum entropy test for GARCH models. (English) Zbl 1486.62241 Stat. Methodol. 22, 8-16 (2015). MSC: 62M10 62G10 62E20 PDFBibTeX XMLCite \textit{J. Lee} et al., Stat. Methodol. 22, 8--16 (2015; Zbl 1486.62241) Full Text: DOI
Bouzebda, Salim; Keziou, Amor A semiparametric maximum likelihood ratio test for the change point in copula models. (English) Zbl 1486.62145 Stat. Methodol. 14, 39-61 (2013). MSC: 62H05 62F05 62E20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{A. Keziou}, Stat. Methodol. 14, 39--61 (2013; Zbl 1486.62145) Full Text: DOI
Lee, S.; Karagrigoriou, A. A divergence test for autoregressive time series models. (English) Zbl 1219.62138 Stat. Methodol. 8, No. 5, 442-450 (2011). MSC: 62M10 62G10 62G20 65C60 62M07 PDFBibTeX XMLCite \textit{S. Lee} and \textit{A. Karagrigoriou}, Stat. Methodol. 8, No. 5, 442--450 (2011; Zbl 1219.62138) Full Text: DOI