Testing conditional heteroscedasticity with systematic sampling of time series

DOI10.1080/03610926.2021.2008976OpenAlexW4200259864MaRDI QIDQ6115031

Paulo Teles

Publication date: 12 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.2008976

zbMATH Keywords

systematic samplingLagrange multiplier testportmanteau testconditional heteroscedasticitypower loss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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