A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations-Reference-Cited by-同舟云学术

A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations

Published:2011-03 Issue:2 Volume:8 Page:221-241
ISSN:1572-3127
Container-title:Statistical Methodology
language:en
Short-container-title:Statistical Methodology

Author:

Laïb Naâmane,Chebana Fateh

Publisher

Elsevier BV

Subject

Statistics and Probability

Reference25 articles.

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