Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:57, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau test for the asymmetric power GARCH model when the power is unknown |
scientific article |
Statements
Portmanteau test for the asymmetric power GARCH model when the power is unknown (English)
0 references
5 July 2022
0 references
asymmetric power GARCH models
0 references
goodness-of-fit test
0 references
portmanteau test
0 references
residuals autocovariances
0 references
threshold models
0 references
validation
0 references
