Finite moments testing in a general class of nonlinear time series models

Christian Francq () and Jean-Michel Zakoïan
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Christian Francq: CREST - Centre de Recherche en Economie et Statistique [Bruz] - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - GENES - Groupe des Écoles Nationales d'Économie et Statistique, IP Paris - Institut Polytechnique de Paris
Jean-Michel Zakoïan: CREST - Centre de Recherche en Economie et Statistique [Bruz] - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - GENES - Groupe des Écoles Nationales d'Économie et Statistique

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Date: 2025-11-01
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Published in Bernoulli, 2025, 31 (4), ⟨10.3150/24-BEJ1820⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417035

DOI: 10.3150/24-BEJ1820

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