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Results 1-1 of 1 (Search time: 0.003 seconds).
Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series
Baek, J. S.; Park, J. A.;
Hwang, S. Y.
Article
Issue Date
2012
Citation
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.82, no.5, pp 763 - 781
Publisher
TAYLOR & FRANCIS LTD
1
Discover
Author
Park, J. A.
1
Subject
MODELS
1
nonlinear GARCH
1
nonlinear time series
1
preliminary test of fit
1
Date Issued
2012
1
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