Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
scientific article

    Statements

    Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (English)
    0 references
    0 references
    0 references
    3 February 2011
    0 references
    adaptive test
    0 references
    local asymptotic most stringent test
    0 references
    local asymptotic normality
    0 references
    periodic ARCH
    0 references
    Swensen's conditions
    0 references

    Identifiers

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