A white noise test under weak conditions (Q826992)
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scientific article; zbMATH DE number 7290655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A white noise test under weak conditions |
scientific article; zbMATH DE number 7290655 |
Statements
A white noise test under weak conditions (English)
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6 January 2021
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testing
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white noise
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cumulants
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nonlinear models
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GARCH models
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geometric moment contraction
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0.8102294206619263
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0.7961269617080688
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0.7850850820541382
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0.7817604541778564
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0.7747719287872314
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