Residual analysis for ARCH(p)-time series

Winfried Stute ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2001, vol. 10, issue 2, 393-403

Keywords: ARCH(p)-time series; consistency; distributional convergence; goodness-of-fit; 62M10; 60F15; 60F05; 62G10 (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1007/BF02595704

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