Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility (Q4829393)
From MaRDI portal
scientific article; zbMATH DE number 2120093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility |
scientific article; zbMATH DE number 2120093 |
Statements
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility (English)
0 references
29 November 2004
0 references
autoregression with errors in variables
0 references
stochastic volatility
0 references
testing parametric versus nonparametric fit
0 references
minimax tests
0 references
