Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403)
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scientific article; zbMATH DE number 5844591
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| English | Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes |
scientific article; zbMATH DE number 5844591 |
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Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (English)
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3 February 2011
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adaptive test
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local asymptotic most stringent test
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local asymptotic normality
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periodic ARCH
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Swensen's conditions
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0.94091237
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0.9340275
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0.87598336
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0.8723169
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0.8720462
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