A Rank Based Method for Testing ARCH Effect and Serial Correlation of High-dimensional Time Series

ZHOU Zeren

Acta Mathematicae Applicatae Sinica ›› 2025, Vol. 48 ›› Issue (1) : 69-88.

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Acta Mathematicae Applicatae Sinica ›› 2025, Vol. 48 ›› Issue (1) : 69-88. DOI: 10.20142/j.cnki.amas.202401063

A Rank Based Method for Testing ARCH Effect and Serial Correlation of High-dimensional Time Series

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2025, 48(1): 69-88 https://doi.org/10.20142/j.cnki.amas.202401063

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