Testing nonlinearity of heavy-tailed time series
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Publication:6643335
DOI10.1080/02664763.2024.2315450MaRDI QIDQ6643335
Publication date: 26 November 2024
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03)
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