A new test for ARMA models with errors following a general white noise process (Q1919727)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new test for ARMA models with errors following a general white noise process |
scientific article |
Statements
A new test for ARMA models with errors following a general white noise process (English)
0 references
11 November 1996
0 references
ARMA models
0 references
consistency
0 references
asymptotic separation
0 references
conditionally heteroscedastic white noise
0 references
ARMA-GTARCH models
0 references
