TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL
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Publication:5081790
DOI10.1017/S0266466621000244zbMath1493.62616OpenAlexW3167793336MaRDI QIDQ5081790
Yaolan Ma, Rong Mao Zhang, Mo Zhou, Liang Peng
Publication date: 17 June 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000244
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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Cites Work
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