A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309)
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scientific article; zbMATH DE number 6111582
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| English | A test for comparing two discrete stochastic dynamical systems under heteroskedasticity |
scientific article; zbMATH DE number 6111582 |
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A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (English)
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30 November 2012
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AR models
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hypothesis testing
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heterogeneity
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\(L^p\)-mixingales
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wavelets
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0.7338083386421204
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0.7291597723960876
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0.7137786746025085
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0.7135925889015198
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