Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013)
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scientific article; zbMATH DE number 1961108
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Residual‐based diagnostics for conditional heteroscedasticity models |
scientific article; zbMATH DE number 1961108 |
Statements
Residual‐based diagnostics for conditional heteroscedasticity models (English)
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7 August 2003
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Lagrange multiplier test
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portmanteau statistic
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residual-based diagnostic
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tables
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0.8717711567878723
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0.868721604347229
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0.8610748052597046
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