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Latest revision as of 05:11, 14 July 2024

scientific article; zbMATH DE number 6757110
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English
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
scientific article; zbMATH DE number 6757110

    Statements

    Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (English)
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    7 August 2017
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    adaptive tests
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    ARCH-LM tests
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    bandwidth selection
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    bootstrap
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    kernel smoothing
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    portmanteau tests
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    time-varying
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