The one-sided Lagrange multiplier test is suggested for testing the null autoregressive (AR) model against the AR model with measurement error. The test statistic is ...
The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...
The study of Lagrangian dynamics has long served as a cornerstone in theoretical physics, providing an elegant formulation for the equations of motion across diverse systems. Recent advances have ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback