Specification testing in nonparametric AR‐ARCH models (Q4629272): Difference between revisions
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Revision as of 19:14, 19 April 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)
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21 March 2019
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autoregression
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conditional heteroscedasticity
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empirical characteristic function
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kernel estimation
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nonparametric CHARN model
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testing independence
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