One‐sided testing for conditional heteroskedasticity in time series models (Q4221688): Difference between revisions
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Revision as of 14:49, 5 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)
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13 June 2000
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frequency domain analysis
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one-sided testing for multiparameter hypotheses
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ARCH
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weighting
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