Testing conditional heteroscedasticity with systematic sampling of time series (Q6115031)
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scientific article; zbMATH DE number 7711324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing conditional heteroscedasticity with systematic sampling of time series |
scientific article; zbMATH DE number 7711324 |
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Testing conditional heteroscedasticity with systematic sampling of time series (English)
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12 July 2023
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conditional heteroscedasticity
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Lagrange multiplier test
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portmanteau test
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power loss
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systematic sampling
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