A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163): Difference between revisions
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Revision as of 03:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function |
scientific article |
Statements
A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (English)
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18 September 2019
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moment generating function
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goodness-of-fit test
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multivariate normality
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Gaussian GARCH model
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