Testing for threshold moving average with conditional heteroscedasticity

Mathematics

• Conditional Heteroscedasticity 100%
• Quasi-likelihood 82%
• Moving Average 78%
• Likelihood Ratio Test 70%
• Testing 47%
• Moving Average Model 45%
• Conditional Variance 43%
• GARCH 43%
• Asymptotic Power 42%
• Local Alternatives 41%
• Monte Carlo Experiment 39%
• Time Series Models 37%
• Necessity 34%
• Gaussian Process 32%
• Time-varying 32%
• Null hypothesis 31%
• Time series 29%
• Test Statistic 28%
• Converge 21%
• Demonstrate 20%
• Generalise 18%
• Generalization 16%
• Model 10%

Business & Economics

• Quasi-likelihood 98%
• Conditional Heteroscedasticity 94%
• Likelihood Ratio Test 81%
• Moving Average 75%
• Testing 56%
• Local Alternatives 47%
• Gaussian Process 47%
• Conditional Variance 38%
• Monte Carlo Experiment 38%
• Test Statistic 35%
• Time Series Models 35%
• GARCH 33%
• Time-varying 29%