A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on non-parametric testing for Gaussian innovations in AR-ARCH models |
scientific article |
Statements
A note on non-parametric testing for Gaussian innovations in AR-ARCH models (English)
0 references
9 October 2013
0 references
autoregression
0 references
conditional heteroscedasticity
0 references
empirical distribution function
0 references
kernel estimation
0 references
nonparametric conditional heteroscedastic autoregressive nonlinear model
0 references
0 references
0 references
0 references
