Tests for conditional heteroscedasticity of functional data (Q5135320): Difference between revisions

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+https://doi.org/10.1111/jtsa.12532
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+Robust score and portmanteau tests of volatility spillover
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+Functional Generalized Autoregressive Conditional Heteroskedasticity
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Publication:5135320