Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623)
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scientific article; zbMATH DE number 6791139
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| English | Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 6791139 |
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Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (English)
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13 October 2017
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ANOVA
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conditional heteroscedastic model
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nonlinear model
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nonparametric lag selection
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nonparametric model specification
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0.845511257648468
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0.845511257648468
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0.8296992182731628
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0.813735842704773
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