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Adaptive testing in arch models - MaRDI portal

Adaptive testing in arch models (Q4493477)

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scientific article; zbMATH DE number 1484814
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Adaptive testing in arch models
scientific article; zbMATH DE number 1484814

    Statements

    title
    Adaptive testing in arch models (English)
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    author
    Oliver B. Linton
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    Douglas G. Steigerwald
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    publication date
    20 November 2000
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    Mathematics Subject Classification ID
    62G10
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    62M10
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    62G35
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    zbMATH DE Number
    1484814
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    zbMATH Keywords
    adaptive testing
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    ARCH
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    semiparametric
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    conditional heteroskedasticity
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    OpenAlex ID
    W2060816337
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