Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430): Difference between revisions
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Latest revision as of 16:49, 5 March 2024
scientific article; zbMATH DE number 2154877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Parametric Testing of Conditional Variance Functions in Time Series |
scientific article; zbMATH DE number 2154877 |
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Non-Parametric Testing of Conditional Variance Functions in Time Series (English)
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11 April 2005
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ARCH models
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autoregression
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conditional variance
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ergodic
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goodness-of-fit
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