Checking nonlinear heteroscedastic time series models

Journal of Statistical Planning and Inference

Volumn 133, Issue 1, 2005, Pages 33-68

  Ngatchou Wandji, Joseph ^a  

^a UNIVERSITÉ DE CAEN   (France)

Author keywords

Contiguity; Goodness of fit; Heteroscedastic models; LAN; Local alternatives; Time series

Indexed keywords

EID: 17844403992     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.03.013     Document Type: Article

References (28)

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