On robust testing for conditional heteroscedasticity in time series models (Q956923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust testing for conditional heteroscedasticity in time series models |
scientific article |
Statements
On robust testing for conditional heteroscedasticity in time series models (English)
0 references
26 November 2008
0 references
ARCH effects
0 references
outliers
0 references
robust autocorrelation function
0 references
S-estimators
0 references
spectral density
0 references
robustness
0 references
time series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
