Pages that link to "Item:Q4805926"
From MaRDI portal
The following pages link to Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926):
Displayed 4 items.
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
