A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
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Publication:691309
DOI10.1007/s12591-011-0085-3zbMath1257.62088MaRDI QIDQ691309
Gladys E. Salcedo, Pedro Alberto Morettin
Publication date: 30 November 2012
Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12591-011-0085-3
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07: Non-Markovian processes: hypothesis testing
37H99: Random dynamical systems
Uses Software
Cites Work
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