Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests (Q5093195)
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scientific article; zbMATH DE number 7563346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests |
scientific article; zbMATH DE number 7563346 |
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Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests (English)
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26 July 2022
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ARMA models
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autocorrelation tests
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EGARCH
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GARCH
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non-linear moving average models
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