Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648): Difference between revisions
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Latest revision as of 05:43, 7 March 2024
scientific article; zbMATH DE number 2231090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form |
scientific article; zbMATH DE number 2231090 |
Statements
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (English)
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21 November 2005
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heteroscedasticity
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time series
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nuisance parameter free
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S\&P 500
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NASDAQ
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