A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for comparing two discrete stochastic dynamical systems under heteroskedasticity |
scientific article |
Statements
A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (English)
0 references
30 November 2012
0 references
AR models
0 references
hypothesis testing
0 references
heterogeneity
0 references
\(L^p\)-mixingales
0 references
wavelets
0 references
