مرکز منطقه ای اطلاع رساني علوم و فناوري - Coefficient constancy test in AR-ARCH models

Title of article :

Coefficient constancy test in AR-ARCH models

Author/Authors :

Jeongcheol Ha، نويسنده , , Sangyeol Lee، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

RCA model , ARCH model , AR-ARCH model , Locally best invariant test , Asymptotically normal

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139814

Link To Document :