Specification testing in nonparametric AR‐ARCH models (Q4629272): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2962799779 / rank | |||
Normal rank | |||
Revision as of 00:34, 20 March 2024
scientific article; zbMATH DE number 7039901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification testing in nonparametric AR‐ARCH models |
scientific article; zbMATH DE number 7039901 |
Statements
Specification testing in nonparametric AR‐ARCH models (English)
0 references
21 March 2019
0 references
autoregression
0 references
conditional heteroscedasticity
0 references
empirical characteristic function
0 references
kernel estimation
0 references
nonparametric CHARN model
0 references
testing independence
0 references
