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- W4237485289 abstract "In statistical diagnostics and sensitivity analysis, the local influence method plays an important rôle. In the present paper, we use this method to study financial time series data and conditionally heteroskedastic models under elliptical distributions. We start with a likelihood displacement, and consider data- and model-perturbation schemes. We obtain corresponding matrices of derivatives, and measures of slope and normal curvature, and then discuss the assessment of local influence." @default.
- W4237485289 created "2022-05-12" @default.
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- W4237485289 date "2004-01-01" @default.
- W4237485289 modified "2023-10-18" @default.
- W4237485289 title "On diagnostics in conditionally heteroskedastic time series models under elliptical distributions" @default.
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- W4237485289 doi "https://doi.org/10.1017/s0021900200112446" @default.
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