ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (Q4319856): Difference between revisions
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Revision as of 16:19, 5 March 2024
scientific article; zbMATH DE number 711396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY |
scientific article; zbMATH DE number 711396 |
Statements
ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (English)
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15 January 1995
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model diagnostic checking
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squared residual autocorrelations
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conditional heteroskedastic time series models
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simulation results
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