A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739)
From MaRDI portal
scientific article; zbMATH DE number 1785032
Language | Label | Description | Also known as |
---|---|---|---|
English | A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models |
scientific article; zbMATH DE number 1785032 |
Statements
A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (English)
0 references
8 October 2002
0 references
conditional heteroscedasticity
0 references
threshold autoregressive model
0 references
tables
0 references