Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427)
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scientific article; zbMATH DE number 7661832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations |
scientific article; zbMATH DE number 7661832 |
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Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (English)
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10 March 2023
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conditional mean
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conditional variance
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cumulative residual process
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martingale transform
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specification tests
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