Residual analysis for ARCH(p)-time series
| Year of publication: |
2001
|
|---|---|
| Authors: | Stute, Winfried |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 10.2001, 2, p. 393-403
|
| Publisher: |
Springer |
| Subject: | ARCH(p)-time series | consistency | distributional convergence | goodness-of-fit |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390547