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A simple additivity test for conditionally heteroscedastic nonlinear autoregression - MaRDI portal

A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254)

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scientific article; zbMATH DE number 6114061
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English
A simple additivity test for conditionally heteroscedastic nonlinear autoregression
scientific article; zbMATH DE number 6114061

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    A simple additivity test for conditionally heteroscedastic nonlinear autoregression (English)
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    7 December 2012
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    nonlinear autoregressive model
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    unbalanced ANOVA with unequal variances
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