Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference

DOI10.5705/ss.202022.0013MaRDI QIDQ6185132

Rong Mao Zhang, Mo Zhou, Yaolan Ma, Liang Peng

Publication date: 29 January 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityARMA modelweighted estimationzero mean

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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