On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849): Difference between revisions

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Property / author: Naâmane Laïb / rank
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Latest revision as of 18:02, 2 July 2024

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On residual empirical processes of GARCH-SM models: application to conditional symmetry tests
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    On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (English)
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    22 April 2010
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    AR-GARCH model
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    asymptotic normality
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    consistency
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    goodness-of-fit
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    residual law
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    weak representation
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