Pages that link to "Item:Q556432"
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The following pages link to Checking nonlinear heteroscedastic time series models (Q556432):
Displayed 3 items.
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← 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)