ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY (Q4319856): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00217.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2019245901 / rank | |||
Normal rank |
Revision as of 19:21, 19 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)
0 references
15 January 1995
0 references
model diagnostic checking
0 references
squared residual autocorrelations
0 references
conditional heteroskedastic time series models
0 references
simulation results
0 references