Non-Parametric Testing of Conditional Variance Functions in Time Series
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Publication:4665430
DOI10.1111/1467-842X.00298zbMath1064.62053MaRDI QIDQ4665430
Publication date: 11 April 2005
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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