Title of article :
On robust testing for conditional heteroscedasticity in time series models
Author/Authors :
Pierre Duchesne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Robust autocorrelation function , S-estimators , spectral density , Time series , OUTLIERS , Robustness , ARCH e7ects
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
