Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211)
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scientific article; zbMATH DE number 6266544
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| English | Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models |
scientific article; zbMATH DE number 6266544 |
Statements
Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (English)
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10 March 2014
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sequential processes
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asymptotically distribution free tests
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ARMA model
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ARCH model
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\(M\)-estimates
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0.8327116370201111
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0.8266326785087585
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0.8215827941894531
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0.8208061456680298
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