Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051)
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scientific article; zbMATH DE number 6147500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series |
scientific article; zbMATH DE number 6147500 |
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Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (English)
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21 March 2013
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conditional heteroscedasticity
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nonlinear GARCH
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nonlinear time series
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preliminary test of it
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