On robust testing for conditional heteroscedasticity in time series models.

Pierre Duchesne

Published in: Comput. Stat. Data Anal. (2004)

Keyphrases

probabilistic model
statistical model
non stationary
model selection
random field model
autoregressive
computationally efficient
parameter estimation
hidden markov models
complex systems
artificial neural networks
stock market
neural network model
classification models
computer vision
software testing
data sets