مرکز منطقه ای اطلاع رساني علوم و فناوري - A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series

Title of article :

A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series

Author/Authors :

Min Chen، نويسنده , , Hong Zhi An، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1997

Pages :

From page :

321

To page :

331

Keywords :

Nonlinear time series model , Conditional heteroskedasticity , hypothesis testing , Brownian motion

Journal title :

Statistics and Probability Letters

Serial Year :

1997

Journal title :

Statistics and Probability Letters

Record number :

138653

Link To Document :