Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051): Difference between revisions

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Latest revision as of 07:56, 6 July 2024

scientific article; zbMATH DE number 6147500
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English
Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series
scientific article; zbMATH DE number 6147500

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    Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (English)
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    21 March 2013
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    conditional heteroscedasticity
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    nonlinear GARCH
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    nonlinear time series
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    preliminary test of it
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