HAC estimation and strong linearity testing in weak ARMA models (Q860337)
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scientific article; zbMATH DE number 5083102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HAC estimation and strong linearity testing in weak ARMA models |
scientific article; zbMATH DE number 5083102 |
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HAC estimation and strong linearity testing in weak ARMA models (English)
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9 January 2007
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ARMA models
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nonlinear models
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least-squares estimator
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long-run variance matrix
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diagnostic checking
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kernel estimator
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0.7952994704246521
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0.7792397737503052
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0.7756140232086182
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0.7699585556983948
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0.7679473161697388
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