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
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
0 references
0 references
0 references
0 references
0 references
