Advanced search
Publication Cover
Journal of Applied Statistics Volume 42, 2015 - Issue 2
Submit an article Journal homepage
155
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Stepwise local influence in generalized autoregressive conditional heteroskedasticity models

Lei ShiStatistics and Mathematics School, Yunnan University of Finance and Economics, Kunming650221, People's Republic of ChinaCorrespondence[email protected]
,
Md. Mostafizur RahmanStatistics and Mathematics School, Yunnan University of Finance and Economics, Kunming650221, People's Republic of China
,
Wen GanInternational Business School, Yunnan University of Finance and Economics, Kunming650221, People's Republic of China
&
Jianhua ZhaoStatistics and Mathematics School, Yunnan University of Finance and Economics, Kunming650221, People's Republic of China
Pages 428-444 | Received 03 Apr 2012, Accepted 20 Aug 2014, Published online: 12 Sep 2014

Citations (6)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Yonghui Liu, Jing Wang, Zhao Yao, Conan Liu & Shuangzhe Liu. (2022) Diagnostic analytics for a GARCH model under skew-normal distributions. Communications in Statistics - Simulation and Computation 0:0, pages 1-25.
Read now

Articles from other publishers (5)

Xiaowen Dai, Libin Jin, Maozai Tian & Lei Shi. (2017) Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity. Statistical Papers 60:5, pages 1423-1446.
Crossref
Lei Shi, ShanShan Zuo, Dalei Yu & Xiaohua Zhou. (2017) Influence diagnostics in meta-regression model. Research Synthesis Methods 8:3, pages 343-354.
Crossref
Yonghui Liu, Ruochen Sang & Shuangzhe Liu. (2017) Diagnostic analysis for a vector autoregressive model under Student ′ s t -distributions . Statistica Neerlandica 71:2, pages 86-114.
Crossref
Xiaowen Dai, Libin Jin, Lei Shi, Cuiping Yang & Shuangzhe Liu. (2015) Local influence analysis in general spatial models. AStA Advances in Statistical Analysis 100:3, pages 313-331.
Crossref
Fukang Zhu, Shuangzhe Liu & Lei Shi. (2016) Local influence analysis for Poisson autoregression with an application to stock transaction data. Statistica Neerlandica 70:1, pages 4-25.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.