Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Naâmane Laïb / rank | |||
| Property / author | |||
| Property / author: Naâmane Laïb / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 17:49, 5 March 2024
scientific article; zbMATH DE number 2154877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Parametric Testing of Conditional Variance Functions in Time Series |
scientific article; zbMATH DE number 2154877 |
Statements
Non-Parametric Testing of Conditional Variance Functions in Time Series (English)
0 references
11 April 2005
0 references
ARCH models
0 references
autoregression
0 references
conditional variance
0 references
ergodic
0 references
goodness-of-fit
0 references
