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On Kolmogorov-Smirnov-type tests for symmetry

โœ Scribed by Shoutir Kishore Chatterjee; Pranab Kumar Sen


Publisher
Springer Japan
Year
1973
Tongue
English
Weight
622 KB
Volume
25
Category
Article
ISSN
0020-3157

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A Kolmogorov-Smirnov type test for condi
โœ Min Chen; Hong Zhi An ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 392 KB

In this paper we propose a new test of conditional heteroskedasticity for time series by introducing a Kolmogorov-Smirnov-type test statistic. The asymptotic properties of the new test statistic are established. The results demonstrate that such a test is consistent.