Diagnostic checking for conditional heteroscedasticity models (Q625886)
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scientific article; zbMATH DE number 5857708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic checking for conditional heteroscedasticity models |
scientific article; zbMATH DE number 5857708 |
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Diagnostic checking for conditional heteroscedasticity models (English)
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25 February 2011
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maximin test
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model checking
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score type tests
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time series
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