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