scientific article; zbMATH DE number 2123875

MaRDI QIDQ4831361zbMATH OpenFDO

Authors C. M. Martins, E. Gonçalves, N. Mendes-Lopes

Publication date 29 December 2004

zbMATH Keywords

asymptotic separationbilinear modelsconsistent testsmixingtime series

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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