On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:19, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On residual empirical processes of GARCH-SM models: application to conditional symmetry tests |
scientific article |
Statements
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (English)
0 references
22 April 2010
0 references
AR-GARCH model
0 references
asymptotic normality
0 references
consistency
0 references
goodness-of-fit
0 references
residual law
0 references
weak representation
0 references