On diagnostics in conditionally heteroskedastic time series models under elliptical distributions

Keyphrases

• Elliptical Distribution 100%
• Time Series Model 100%
• Heteroskedastic Time Series 100%
• Sensitivity Analysis 50%
• Data Perturbation 50%
• Local Influence Method 50%
• Heteroscedastic Model 50%
• Local Influence 50%
• Normal Curvature 50%
• Perturbation Scheme 50%
• Diagnostic Analysis 50%
• Likelihood Displacement 50%
• Statistical Diagnostics 50%
• Slope Curvature 50%
• Model Perturbation 50%
• Financial Time Series Data 50%

Mathematics

• Local Influence 100%
• Elliptical Distribution 100%
• Time Series Model 100%
• Matrix (Mathematics) 50%
• Perturbation Scheme 50%
• Normal Curvature 50%
• Time Series Data 50%