Detecting and modelling serial dependence in non-Gaussian and nonlinear time series. (Abstract of thesis) (Q2986587)
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scientific article; zbMATH DE number 6717772
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| English | Detecting and modelling serial dependence in non-Gaussian and nonlinear time series. (Abstract of thesis) |
scientific article; zbMATH DE number 6717772 |
Statements
DETECTING AND MODELLING SERIAL DEPENDENCE IN NONGAUSSIAN AND NONLINEAR TIME SERIES (English)
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16 May 2017
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observation-driven models
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parameter-driven models
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serial dependence
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score test
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supremum test
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asymptotic theory
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0.7638158202171326
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0.7606381773948669
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0.7594526410102844
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0.7459539175033569
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0.7420227527618408
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