PDF(559 KB)
A KOLMOGOROV-SMIRNOV TEST OF CONDITIONAL HETEROSCEDASTICITY FOR THRESHOLD AUTOREGRESSIVE MODELS
Min CHEN
Acta Mathematicae Applicatae Sinica ›› 2002, Vol. 25 ›› Issue (4) : 577-590.
PDF(559 KB)
PDF(559 KB)
A KOLMOGOROV-SMIRNOV TEST OF CONDITIONAL HETEROSCEDASTICITY FOR THRESHOLD AUTOREGRESSIVE MODELS
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