A zero serial cross-correlation test before fitting heteroscedasticity (Q6854958)
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scientific article; zbMATH DE number 8162647
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| English | A zero serial cross-correlation test before fitting heteroscedasticity |
scientific article; zbMATH DE number 8162647 |
Statements
A zero serial cross-correlation test before fitting heteroscedasticity (English)
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23 February 2026
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ARMA model
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cross-sectional and serial dependence
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heavy tails
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innovation-based copula time series model
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random weighted bootstrap
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test
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