Testing nonlinearity of heavy-tailed time series

DOI10.1080/02664763.2024.2315450MaRDI QIDQ6643335zbMATH OpenFDO

Authors Jan G. De Gooijer

Publication date 26 November 2024

Published in Journal of Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/02664763.2024.2315450

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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