Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687): Difference between revisions
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Latest revision as of 07:38, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau test for the asymmetric power GARCH model when the power is unknown |
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Portmanteau test for the asymmetric power GARCH model when the power is unknown (English)
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5 July 2022
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asymmetric power GARCH models
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goodness-of-fit test
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portmanteau test
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residuals autocovariances
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threshold models
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validation
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