A martingale-transform goodness-of-fit test for the form of the conditional variance
Year of publication: |
2008
|
---|---|
Authors: | Dette, Holger ; Hetzler, Benjamin |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | nonparametric regression | goodness-of-it test | martingale transform | conditional variance |
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