Specification testing in nonparametric AR‐ARCH models (Q4629272): Difference between revisions

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Revision as of 20:52, 18 July 2024

scientific article; zbMATH DE number 7039901
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Specification testing in nonparametric AR‐ARCH models
scientific article; zbMATH DE number 7039901

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    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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