A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309): Difference between revisions
From MaRDI portal
Changed an Item |
Removed claim: author (P16): Item:Q1726796 |
||
| Property / author | |||
| Property / author: Pedro Alberto Morettin / rank | |||
Revision as of 12:21, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for comparing two discrete stochastic dynamical systems under heteroskedasticity |
scientific article |
Statements
A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (English)
0 references
30 November 2012
0 references
AR models
0 references
hypothesis testing
0 references
heterogeneity
0 references
\(L^p\)-mixingales
0 references
wavelets
0 references
