An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form (Q4562558)
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scientific article; zbMATH DE number 6996527
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| English | An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form |
scientific article; zbMATH DE number 6996527 |
Statements
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (English)
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21 December 2018
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0.8746935725212097
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0.8188979029655457
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0.7932437062263489
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0.7931599020957947
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0.7929994463920593
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