Residual analysis for \(\text{ARCH}(p)\)-time series.
type: Item
instance of: scholarly article
title: Residual analysis for \(\text{ARCH}(p)\)-time series.
zbMATH Open document ID: 1109.62351
DOI: 10.1007/BF02595704
author: Winfried Stute
published in: Test
publication date: 2003-05-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1911828
zbMATH Keywords: ARCH(p)-time series
zbMATH Keywords: consistency
zbMATH Keywords: distributional convergence
zbMATH Keywords: goodness-of-fit
MaRDI profile type: Publication
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: Q4343010
cites work: ARCH models and financial applications
description: scientific article; zbMATH DE number 1911828