Lagrange multiplier tests for normality against seminonparametric alternatives
Year of publication: |
1990
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Authors: | Hall, Alastair R. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 8.1990, 4, p. 417-426
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Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | ARCH-Modell | ARCH model | Theorie | Theory |
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