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scientific article; zbMATH DE number 1396256

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Publication:4935654
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zbMATH Open0943.62088MaRDI QIDQ4935654

Rabiul Alam Beg, Param Silvapulle

Publication date: 10 September 2000



Title of this publication is not available (Why is that?)


zbMATH Keywords

Lagrange multiplierGARCHnon-nested testsnested tests


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)



Related Items (7)

SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE ⋮ Title not available (Why is that?) ⋮ Nonlinearity tests in time series analysis ⋮ Nonparametric model checks for time series ⋮ A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES ⋮ Testing nonstationary and absolutely regular nonlinear time series models ⋮ Testing for parameter constancy in non-Gaussian time series






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