• Title of article

    On robust testing for conditional heteroscedasticity in time series models

  • Author/Authors

    Pierre Duchesne، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    30
  • From page
    227
  • To page
    256
  • Keywords
    Robust autocorrelation function , S-estimators , spectral density , Time series , OUTLIERS , Robustness , ARCH e7ects
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2004
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    307790

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307790