Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models |
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Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (English)
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13 October 2017
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ANOVA
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conditional heteroscedastic model
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nonlinear model
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nonparametric lag selection
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nonparametric model specification
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