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A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models.

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Bibliographic Details
Title: A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models.
Authors: Rodriguez, Alejandro1 (AUTHOR) aleferodriguez@gmail.com, Pino, Gabriel2 (AUTHOR), Herrera, Rodrigo2 (AUTHOR)
Source: Journal of Applied Statistics. Mar2021, Vol. 48 Issue 3, p471-497. 27p. 8 Charts, 6 Graphs.
Database: Mathematics Source
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ISSN:02664763
DOI:10.1080/02664763.2020.1732885