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UID:20250714T105036EDT-6184u3b9uu@132.216.98.100
DTSTAMP:20250714T145036Z
DESCRIPTION:Conditional homoscedasticity test in time series with dependent
  innovations\n\nUsing a functional limits of certain cumulative residual p
 rocesses\, the talk proposes several tests for examining hypotheses about 
 conditional variance functions for a time series with martingale innovatio
 ns. Resampling techniques used to compute P-values and critical values of 
 the proposed tests are also discussed. A simulation study is presented to 
 demonstrate the behavior of the proposed tests in small sample situations.
 \n
DTSTART:20180329T203000Z
DTEND:20180329T213000Z
LOCATION:Room D4-1019\, CA\, QC\, Sherbrooke\, J1K 2R1\, Université de Sher
 brooke\, 2500 Boul. de l'Université
SUMMARY:Kilani Ghoudi\, Department of Statistics\, United Arab Emirates Uni
 versity
URL:/mathstat/channels/event/kilani-ghoudi-department-
 statistics-united-arab-emirates-university-286256
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