Publication:4839360
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zbMath0823.62018MaRDI QIDQ4839360
Jack H. Reeves, Ishwar V. Basawa, Sun Young Hwang
Publication date: 17 July 1995
simulation results; nonlinear time series; residuals; diagnostic testing; residual autocorrelations; conditional least squares; tests of fit; joint asymptotic distribution; sample autocorrelation functions
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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