Publication:4272484
From MaRDI portal
zbMath0800.62540MaRDI QIDQ4272484
No author found.
Publication date: 20 December 1993
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
Related Items
Testing for a linear MA model against threshold MA models, Testing for nonlinearity in mean and volatility for heteroskedastic models, Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach, Likelihood ratio tests for multiple structural changes, Nonlinearity tests in time series analysis