Diagnostic checking for conditional heteroscedasticity models (Q625886)

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scientific article; zbMATH DE number 5857708
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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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