Procedures for various sources of heteroskedasticity in RCA(1) process are discussed , asymptotic distribution is considered and empirical powers of test statistics are compared numerically
Procedures for various sources of heteroskedasticity in RCA(1) process are discussed , asymptotic distribution is considered and empirical powers of test statistics are compared numerically (en)
Poznámky k testování heteroskedasticity v AR modelech (cs)