Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648)
From MaRDI portal
scientific article; zbMATH DE number 2231090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form |
scientific article; zbMATH DE number 2231090 |
Statements
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (English)
0 references
21 November 2005
0 references
heteroscedasticity
0 references
time series
0 references
nuisance parameter free
0 references
S\&P 500
0 references
NASDAQ
0 references
