A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739)
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scientific article; zbMATH DE number 1785032
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| English | A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models |
scientific article; zbMATH DE number 1785032 |
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A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (English)
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8 October 2002
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conditional heteroscedasticity
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threshold autoregressive model
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tables
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0.9549064
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0.92663234
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