Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes

DOI10.1080/02331880008802322zbMath1047.62504OpenAlexW2062770228MaRDI QIDQ4485092

Dejian Lai

Publication date: 2000

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802322

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

A modified BDS test

Cites Work

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