HAC estimation and strong linearity testing in weak ARMA models (Q860337): Difference between revisions
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Latest revision as of 05:45, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HAC estimation and strong linearity testing in weak ARMA models |
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HAC estimation and strong linearity testing in weak ARMA models (English)
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9 January 2007
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ARMA models
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nonlinear models
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least-squares estimator
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long-run variance matrix
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diagnostic checking
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kernel estimator
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