A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479): Difference between revisions
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Latest revision as of 20:51, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations |
scientific article |
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A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (English)
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20 May 2011
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ARCH processes
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ergodic processes
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LAN
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local power
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nonlinear processes
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