Testing for Dependence in Non-Gaussian Time Series Data
Year of publication: |
2004-06
|
---|---|
Authors: | McCabe, B.P.M. ; Martin, G.M. ; Freeland, R.K. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Latent variable model | locally most powerful tests | approximate likelihood | correlation tests | stochastic volatility tests |
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