A new test for ARMA models with errors following a general white noise process (Q1919727)
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scientific article; zbMATH DE number 909678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new test for ARMA models with errors following a general white noise process |
scientific article; zbMATH DE number 909678 |
Statements
A new test for ARMA models with errors following a general white noise process (English)
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11 November 1996
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ARMA models
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consistency
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asymptotic separation
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conditionally heteroscedastic white noise
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ARMA-GTARCH models
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