ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054)
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scientific article; zbMATH DE number 2038221
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| English | ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR |
scientific article; zbMATH DE number 2038221 |
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ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (English)
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4 February 2004
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ARCH-errors
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Autoregression model
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Chi-square test
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Ergodic processes
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Martingale difference
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Tightness
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0.8484527468681335
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0.8480712175369263
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0.8116637468338013
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0.8012221455574036
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0.8001142740249634
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