Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models |
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Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (English)
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10 March 2014
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sequential processes
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asymptotically distribution free tests
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ARMA model
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ARCH model
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\(M\)-estimates
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