Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132)
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scientific article; zbMATH DE number 7796632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference |
scientific article; zbMATH DE number 7796632 |
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Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (English)
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29 January 2024
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ARMA model
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heteroscedasticity
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weighted estimation
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zero mean
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