A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS |
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A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (English)
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12 January 2015
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model diagnostic checking
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portmanteau statistic
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estimation effect
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GARCH model specification testing
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residual serial correlation
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