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

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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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  Data: A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models.
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  Data: <searchLink fieldCode="AR" term="%22Rodriguez%2C+Alejandro%22">Rodriguez, Alejandro</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> aleferodriguez@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Pino%2C+Gabriel%22">Pino, Gabriel</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Herrera%2C+Rodrigo%22">Herrera, Rodrigo</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Applied+Statistics%22">Journal of Applied Statistics</searchLink>. Mar2021, Vol. 48 Issue 3, p471-497. 27p. 8 Charts, 6 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=148366592
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/02664763.2020.1732885
    Languages:
      – Code: eng
        Text: English
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      Pagination:
        PageCount: 27
        StartPage: 471
    Titles:
      – TitleFull: A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models.
        Type: main
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            NameFull: Rodriguez, Alejandro
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            NameFull: Pino, Gabriel
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            NameFull: Herrera, Rodrigo
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          Dates:
            – D: 01
              M: 03
              Text: Mar2021
              Type: published
              Y: 2021
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              Value: 48
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          Titles:
            – TitleFull: Journal of Applied Statistics
              Type: main
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