A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations |
scientific article |
Statements
A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (English)
0 references
20 May 2011
0 references
ARCH processes
0 references
ergodic processes
0 references
LAN
0 references
local power
0 references
nonlinear processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
