Specification testing in nonparametric AR‐ARCH models (Q4629272)
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scientific article; zbMATH DE number 7039901
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Specification testing in nonparametric AR‐ARCH models |
scientific article; zbMATH DE number 7039901 |
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Specification testing in nonparametric AR‐ARCH models (English)
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21 March 2019
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autoregression
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conditional heteroscedasticity
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empirical characteristic function
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kernel estimation
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nonparametric CHARN model
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testing independence
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0.92748517
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0.91040665
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0.9100087
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0.9063952
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0.90526664
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0.9040267
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