On robust testing for conditional heteroscedasticity in time series models (Q956923)
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scientific article; zbMATH DE number 5374003
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| English | On robust testing for conditional heteroscedasticity in time series models |
scientific article; zbMATH DE number 5374003 |
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On robust testing for conditional heteroscedasticity in time series models (English)
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26 November 2008
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ARCH effects
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outliers
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robust autocorrelation function
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S-estimators
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spectral density
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robustness
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time series
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0.848836362361908
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0.8482027053833008
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0.8482027053833008
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0.8181135654449463
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