PRELIMINARY DETECTION FOR ARCH-TYPE HETEROSCEDASTICITY IN A NONPARAMETRIC TIME SERIES REGRESSION MODEL |
HWANG S. Y.
(Department of Statistics, Sookmyung Women's University)
PARK CHEOLYONG (Department of Statistics, Keimyung University) KIM TAE YOON (Department of Statistics, Keimyung University) PARK BYEONG U. (Department of Statistics, Seoul National University) LEE Y. K. (Department of Statistics, Seoul National University) |
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