Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539): Difference between revisions

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Latest revision as of 12:36, 1 July 2024

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Testing the equality of error distributions from \(k\) independent GARCH models
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    Testing the equality of error distributions from \(k\) independent GARCH models (English)
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    21 April 2009
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    residuals
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    empirical process
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    linear test statistics
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    asymptotic normality
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    bootstrap
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    Wilcoxon test
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    van der Waerden test
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    empirical size
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    power
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