One‐sided testing for conditional heteroskedasticity in time series models (Q4221688): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00049 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049544633 / rank | |||
Normal rank | |||
Latest revision as of 23:50, 19 March 2024
scientific article; zbMATH DE number 1228430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One‐sided testing for conditional heteroskedasticity in time series models |
scientific article; zbMATH DE number 1228430 |
Statements
One‐sided testing for conditional heteroskedasticity in time series models (English)
0 references
13 June 2000
0 references
frequency domain analysis
0 references
one-sided testing for multiparameter hypotheses
0 references
ARCH
0 references
weighting
0 references
