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"A simple additivity test for conditionally heteroscedastic nonlinear ..."

Michael Levine, Jinguang (Tony) Li (2012)

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DOI: 10.1016/J.CSDA.2012.01.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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Michael Levine, Jinguang (Tony) Li:
A simple additivity test for conditionally heteroscedastic nonlinear autoregression. Comput. Stat. Data Anal. 56(8): 2421-2429 (2012)

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