Goodness-of-fit tests for multiplicativemodels with dependent data
Year of publication: |
19 Sept. 2007
|
---|---|
Other Persons: | Dette, Holger (contributor) ; Pardo-Fernandez, Juan Carlos (contributor) ; Van Keilegom, Ingrid (contributor) |
Publisher: |
Dortmund : Univ., SFB 475 |
Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Theorie | Theory |
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