ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054): Difference between revisions
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Revision as of 00:35, 16 February 2024
scientific article; zbMATH DE number 2038221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR |
scientific article; zbMATH DE number 2038221 |
Statements
ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (English)
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4 February 2004
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ARCH-errors
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Autoregression model
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Chi-square test
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Ergodic processes
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Martingale difference
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Tightness
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