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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~person:"Linton, Oliver"
~subject:"Prognoseverfahren"
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Probability theory
Statistische Methodenlehre
Prognoseverfahren
Estimation theory
21
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21
Nichtparametrisches Verfahren
8
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8
Theorie
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Linton, Oliver
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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2
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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