Edit Social Preview
Upload an image to customize your repository’s social media preview.
Images should be at least 640×320px (1280×640px for best display).
Upload an image to customize your repository’s social media preview.
Images should be at least 640×320px (1280×640px for best display).
In this paper an autoregressive time series model with conditional heteroscedasticity is considered, where both conditional mean and conditional variance function are modeled nonparametrically. A test for the model assumption of independence of innovations from past time series values is suggested... (read more)
PDF Abstract