A KOLMOGOROV-SMIRNOV TEST OF CONDITIONAL HETEROSCEDASTICITY FOR THRESHOLD AUTOREGRESSIVE MODELS
Min CHEN
Acta Mathematicae Applicatae Sinica ›› 2002, Vol. 25 ›› Issue (4) : 577-590.
A KOLMOGOROV-SMIRNOV TEST OF CONDITIONAL HETEROSCEDASTICITY FOR THRESHOLD AUTOREGRESSIVE MODELS
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |