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A simple multivariate ARCH model specified by random coefficients

, , and . Computational Statistics & Data Analysis, 51 (3): 1779--1802 (Dec 1, 2006)

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Estimation of prediction error variance. Stochastic Processes and their Applications, 13 (1): 39--43 (July 1982)A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series, and . Statistics & Probability Letters, 33 (3): 321--331 (May 5, 1997)A simple multivariate ARCH model specified by random coefficients, , and . Computational Statistics & Data Analysis, 51 (3): 1779--1802 (Dec 1, 2006)Design of purchase, sales and inventory system on B/S mode., and . EMEIT, page 310-312. IEEE, (2011)A mixed-type test for linearity in time series, , and . Journal of Statistical Planning and Inference, 88 (2): 339--353 (Aug 1, 2000)