scientific article; zbMATH DE number 1423406

zbMath0970.62059MaRDI QIDQ4947010

No author found.

Publication date: 3 October 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian processconditional heteroscedasticityLagrange-multiplier testthreshold time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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