A white noise test under weak conditions (Q826992)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A white noise test under weak conditions |
scientific article |
Statements
A white noise test under weak conditions (English)
0 references
6 January 2021
0 references
testing
0 references
white noise
0 references
cumulants
0 references
nonlinear models
0 references
GARCH models
0 references
geometric moment contraction
0 references
0 references
0 references
0 references
0 references
0 references
