A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series |
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A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (English)
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10 September 1998
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nonlinear time series
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Brownian motion
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conditional heteroskedasticity
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Kolmogorov-Smirnov-type test
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