Coefficient constancy test in AR-ARCH models
type: Item
instance of: scholarly article
title: Coefficient constancy test in AR-ARCH models
zbMATH Open document ID: 0996.62080
DOI: 10.1016/S0167-7152(02)00051-2
author: Jeongcheol Ha
author: Sangyeol Lee
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 1796717
zbMATH Keywords: RCA model
zbMATH Keywords: ARCH model
zbMATH Keywords: asymptotic normality
zbMATH Keywords: AR-ARCH model
zbMATH Keywords: locally best invariant test
MaRDI profile type: Publication
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full work available at URL: s0167-7152(02)00051-2
OpenAlex ID: W2006933458
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description: scientific article; zbMATH DE number 1796717