Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (Q2501423)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors
scientific article

    Statements

    Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (English)
    0 references
    0 references
    0 references
    0 references
    11 September 2006
    0 references
    local power
    0 references
    nonlinear model
    0 references
    score test
    0 references
    asymptotic approximation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references