scientific article; zbMATH DE number 1192389

zbMATH Open1067.62533MaRDI QIDQ3842852FDOQ3842852

Authors: Alessandro Fassò 

Publication date: 1997

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (3)

• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
• On robust testing for conditional heteroscedasticity in time series models
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap

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