Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562)
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scientific article; zbMATH DE number 6757110
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| English | Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance |
scientific article; zbMATH DE number 6757110 |
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Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (English)
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7 August 2017
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adaptive tests
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ARCH-LM tests
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bandwidth selection
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bootstrap
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kernel smoothing
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portmanteau tests
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time-varying
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0.9034614
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0.89487296
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0.88835025
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0.8719784
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0.8677462
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