A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q205392 |
Changed an Item |
||
Property / author | |||
Property / author: Oliver B. Linton / rank | |||
Normal rank |
Revision as of 22:33, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A score statistic for testing the presence of a stochastic trend in conditional variances |
scientific article |
Statements
A score statistic for testing the presence of a stochastic trend in conditional variances (English)
0 references
20 April 2022
0 references
GARCH
0 references
unit root
0 references
score statistic
0 references
stochastic trend
0 references